Heat oil in a pressure cooker over medium heat to about 400°F.
In small bowl, beat egg and stir in milk.
In separate bowl, combine dry ingredients and mix well.
Dip each piece of chicken in milk until it is fully moistened. Roll moistened chicken in flour mixture until completely coated.
Drop all 4 chicken pieces into hot oil and close pressure cooker.
When steam starts shooting through the pressure release, set timer for 3 1/2 minutes.
While chicken is cooking, spread a coating of melted butter on face of each bun. When chicken is done, remove from oil and drain on paper towels.
Place two pickles on each bottom bun; add a chicken breast, then the top bun.
It is very important that oil be hot for this recipe. Test the temperature by dropping some of the flour coating into the oil. If it bubbles rapidly, your oil is probably hot enough. It should take about 20 minutes to heat up.