Heat olive oil in a large frying pan, add the chicken and very lightly brown on all sides. Add the chicken broth, 1 bay leaf, onion and 1tsp of both cayenne and black peppers. Heat this so it begins to boil and then reduce to a simmer. Cover the pan with a lid or foil and allow to simmer for about an hour. The chicken will be done when it shreds easily.
Let the chicken sit in the stock while you prepare the sauce. To do so, combine all remaining ingredients in a pot and bring to the boil. This needs to reduce down so that it becomes rich and silky.
Take the chicken and shred all the meat off the bone. Pieces should be bit size. Add these to the sauce pot, and stir to combine. Take this off the heat and allow to cool. This can be placed in the fridge for an hour or overnight. This will allow the flavour to intensify.
To serve, slowly heat the meat on the stove (or microwave….please use the stove). Place your desired meat and sauce ratio onto a good quality bun and top with celeriac remoulade.