In a small bowl, combine the pickled vegetable ingredients are let sit for 45-60 minutes.
For the grilled eggplant, rub the sliced rounds with the chili paste and spices. Grill on an oiled non-stick grill pan for 5 minutes on each side.
You can also grill the sandwich rolls at this time. Slice them and grill sliced side down for 5 minutes.
For the spicy “mayo” sauce, combine all sauce ingredients in a small bowl and mix well.
To assemble the sliders, in this order, take a bottom grilled roll half, spread on some of the sauce, 2 slices of the grilled eggplant, 2 slices of cucumber, 2 jalapeno slices, some of the pickled veggies, 1 tablespoon of cilantro, and then spread another thin layer of the sauce on the top grilled roll half before closing up the slider.