1. Using a paring knife, cut 3 slits in the meatiest portion of each drumstick. Place buttermilk, onion, garlic, and drumsticks in a large zip-top plastic bag; refrigerate 1 hour.
2. Preheat oven to 425°.
3. Place a rack on a jelly-roll pan; coat the rack with cooking spray. Remove the drumsticks from the bag; discard the marinade. Sprinkle the drumsticks with pepper and salt. Combine panko, cheese, and chives in a shallow dish. Dredge each drumstick in panko mixture. Arrange drumsticks in a single layer on the rack; coat drumsticks lightly with cooking spray. Bake drumsticks at 425° for 30 minutes or until chicken is done.
4. Combine mayonnaise and remaining ingredients in a small bowl. Serve sauce with chicken.