Preheat oven to 400 F.

Season your chicken thighs with Cajun seasoning. Spread flour and panko on separate plates; lightly beat eggs in a shallow bowl. 

Working with one piece of chicken at a time, coat lightly with flour, then egg, then cover thoroughly in panko. Repeat until all chicken thighs are prepared.

Line a baking sheet with parchment paper for easy cleanup. Place the chicken approximately 1" apart on the baking sheet and spray lightly with nonstick baking spray. 

Bake in preheated oven for 30 minutes. 

While the chicken is baking, make the sauce. Stir together the mayo, chili sauce, lemon and sriracha in a small bowl. 

Remove chicken from the oven. Gently drizzle and baste the prepared sauce over the surface of the chicken. Return to the oven and bake for another 5 minutes. 

Serve immediately.