Heat a non-stick skillet over medium-high heat, add the onion, drizzle with about 1 tablespoon oil, and allow onion to caramelize, stirring every couple of minutes, or as needed. It takes about 10 minutes for my onions to caramelize and I cook them covered to save time. Lower the heat if onion is browning too fast.
After onion has caramelized, add the mushrooms, pickles, pickle juice, 1 to 2 tablespoons oil or as necessary, and allow mixture to cook for about 10 minutes, stirring every couple of minutes, or as needed. I cook covered to save time. After about 10 minutes, or after vegetables have softened and wilted, turn off the heat; set aside.
While vegetables are cooking, make the fry sauce.
Fry Sauce:
In a medium bowl, combine all ingredients and whisk until smooth.
Generously spread fry sauce on both sides of slider buns.
Fill each bun generously with the onion mixture and serve.
Notes
Storage: Sliders are best warm and fresh although extra filling will keep airtight in the fridge for up to 3 days. Extra fry sauce will keep airtight in the fridge for up to 1 month.