Preheat oven to 300 degrees. Season meat on all sides evenly with salt, pepper and cayenne. Heat olive oil in a Dutch oven on medium-high heat. Sear the meat to a nice brown on all sides and remove.
Add the onions to the pot and sauté until translucent, about 8 minutes. Add the garlic, celery and carrots and sauté for 10 more minutes.
Place the cabrito on the bed of vegetables and add the remaining ingredients. Bring to a simmer, cover and place in oven for 3 hours [prepare pickles during this time]. When finished cabrito should be tender.
Remove the goat from the pan and strain and reserve the liquid. When cool enough to handle shred the meat from the bone. Reserve.
For the Sauce:
Place all of the ingredients in a heavy bottomed saucepan and warm slowly on a low burner for 30 minutes making sure garlic is soft. Warm the cabrito in the sauce.
For the Pickles:
Place cucumber slices and onions in a large bowl and sprinkle with salt. Let sit for ten minutes. Add the vinegar and water to the bowl and allow to sit for three hours before eating [you can do this while you prepare the meat].
Pull the cabrito meat apart and keep warm in the sauce. Spoon small amounts on small slider buns and top with pickle. Enjoy!