Pound chicken breasts to an even thickness and cut into 16 2x2-inch nuggets. Toss with olive oil salt, pepper, and cayenne to taste. Whisk together egg and milk in one large bowl; pour panko into another bowl. Dip chicken pieces into egg wash; shake of excess and roll in panko. Place on a wire rack.

Pour 1 inch of cooking oil in a large Dutch oven; place over medium-high heat. When oil reaches 360°F fry chicken, working in batches and turning once, until golden brown, 2 to 3 minutes per side. Drain on paper towels. Assemble sliders as pictured; drizzle with syrup. Serve hot.