Heat outdoor grill to medium-high or indoor grill to 325 degrees F.
Peanut sauce: Place coconut milk in saucepan and bring to a near boil (but not boiling). Add remaining ingredients. Simmer until well blended.
Mix chicken, fish sauce, garlic, shallots, sugar, tamarind, garlic chives, and salt in a bowl. Shape into 4 patties. Grill burgers approximately 4 to 5 minutes on each side or until juices run clear when pierced. Place each burger on a sesame seed bun with Chinese cabbage and bean sprouts. Spread peanut sauce on the bun and serve.