Preheat grill on medium high heat.
Process lemongrass, shallot, garlic, lime juice, fish sauce, brown sugar, and sambal in a food processor until a fine paste is formed.
Season chicken with salt and pepper then add to a Ziploc bag with the paste and chill in the fridge for 30 minutes or longer
Bring water, rice wine vinegar, sugar and salt to a boil in a saucepot over high heat. Pour hot liquid over julienned carrots and daikon. They are ready to serve when the liquid has cooled in the fridge.
Cook chicken thighs on grill until caramelized, has nice grill marks and is fully cooked through, around 5 minutes a side.
Mix the Szechaun sauce and mayo together in a bowl until well combined.
To assemble place Szechuan mayo on top and bottom of bun, place two pieces of chicken on the bottom bun and top with a generous amount of pickled daikon, cilantro and then the bun lid.