Toss red onion and a pinch of salt in a small bowl to coat; let sit 5 minutes to allow onion to soften slightly. Rinse under running water, and shake off excess Place onion in a medium bowl and add cabbage, vinegar, and 2 tbsp. oil. Toss to combine and season slaw with salt and pepper.
Pound chicken thighs with a meat mallet or a rolling pin between 2 pieces of plastic wrap until they are roughly ¼" thick.
Place cornstarch in a shallow bowl. In another bowl, whisk together eggs, mustard, and cayenne. Place panko in a third shallow bowl. Working with 2 thighs at a time, season chicken with salt and pepper. Cover chicken thighs in cornstarch and shake off the excess. Then, dip into egg mixture, letting excess drip back into bowl. Finish by coating in panko and shaking off excess.
Heat remaining 2 tbsp. of olive oil in a large skillet over medium-high. Working in batches and adding more oil to skillet between batches if needed, cook chicken thighs until golden brown and cooked through, about 2 minutes per side. Transfer to paper towels to drain.