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To make the cucumber slaw, place the red onion in small bowl and cover with cold water. Let it sit for about 5 minutes to make the onion less pungent, and then drain and dry the onion with paper towel.
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Cut the cucumber into matchsticks by making thin diagonal slices across the cucumber and then cut each slice into sticks.
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Combine the cucumber, shredded cabbage, red onion, olive oil, Greek yogurt, lemon juice, sugar, fresh dill and salt in a bowl. Stir well and then season with freshly ground black pepper. Chill until ready to use.
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To make the burgers, combine the panko breadcrumbs and milk, letting it rest for a minute or two so the breadcrumbs can absorb the liquid. Then add the ground chicken, egg, scallions, sriracha sauce, garlic, cayenne pepper, salt and black pepper. Stir until combined and shape the mixture into 4 patties. Chill the patties until you are ready to cook.
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Pre-heat the stovetop griddle or skillet to medium-high heat or pre-heat an electric griddle to 350˚F. Place the burger patties on the hot grill and cook for about 9 to 12 minutes on each side, until cooked through and nicely marked on the outside.
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Serve the burger patties on toasted buns lined with lettuce and tomato slices and top with some of the cool cucumber slaw.