1. In a large resealable plastic bag or glass dish, combine the buttermilk, salt, pepper and cayenne. Add chicken breasts and submerge. Marinate, refrigerated, 2 hours or overnight.
2. Heat gas grill to medium or prepare charcoal grill with medium-hot coals. Remove chicken from marinade and pat dry with paper toweling. Grill 4 minutes then flip and grill other side an additional 4 minutes.Sauce:
3. Whisk together the mayonnaise, honey, mustard and thyme until smooth.
4. Place chicken on a plate or shallow dish; brush with half the honey-mustard sauce. Return to grill for 1 to 2 minutes per side. Serve warm with remaining sauce on the side. Makes 6 servings.