Preheat your smoker to 225ºF with the lid closed.
Rub the mustard over the chicken thighs before seasoning with the paprika, salt, pepper, garlic powder, and cumin.
Place the seasoned chicken on the smoker and cook for 75 minutes.
Transfer the smoked chicken to a baking dish or grill pan with the BBQ sauce, tossing the chicken to evenly coat each piece. Cover the pan and increase the smoker temperature to 350ºF. Cook for 60-90 minutes until the chicken shreds easily.
Fully shred the chicken and let it hang out in the sauce while you prepare the slider ingredients.
To assemble the sliders, slice the Hawaiian rolls in half and place the bottom half on a sheet pan or smoker safe dish. Top the bottom half of the rolls with half the cheese, followed by the chicken, shallots, parsley, and remaining cheese. Add the top buns and brush with the melted butter and a bit of freshly grated parmesan.
Tent the sliders with foil or an upside down grill pan and place back on the smoker for 20 minutes. Uncover for an additional 5-10 minutes until the rolls are golden brown.