Lay toasted bread slices side by side on a clean work surface and divide mayonnaise between them. Divide chicken between two slices of bread, followed by tomato slices, avocado, and bacon. Season with salt and pepper. Top with lettuce, place one bread "stack" on top of the other, and close sandwich with remaining slice of bread.
Spear each pickle with a 6- to 8-inch wooden or metal skewer and secure two corners of the sandwich from top to bottom with skewers. Cut sandwich in half and serve immediately.