Prepare Pickled Onions: Combine red onion, apple cider vinegar, water, sugar, and salt in a jar. Bring to a boil, then let cool. Refrigerate for at least 30 minutes.
Rub chicken thighs with dry rub and let sit for 30 minutes.
Smoke chicken thighs at 250°F (121°C) for 2-2.5 hours, or until internal temperature reaches 175°F (79°C).
Remove chicken from smoker and shred with two forks.
In a saucepan, combine all Sauce ingredients. Bring to a simmer and cook for 10 minutes, stirring occasionally.
Toss shredded chicken with Bourbon BBQ Glaze.
Assemble sliders by placing BBQ chicken on potato rolls, topping with Pickled Onions and Arugula.
