What is meant by "finite group of Lie type" needs to be made precise.  But at least the *simple* groups of Lie type in characteristic $p$ with a cyclic
Sylow $p$-subgroup are easy to specify: these are the groups $\text{PSL}(2,p)$ with $p>3$ along with one twisted group usually denoted $^2 \text{G}_2(3)'$ with $p=3$ (which is isomorphic to $\text{SL}(2,8)$).   Of course there are also some closely related non-simple groups of Lie type including a few very small groups with $p=2$

This is summarized on page 74 of my 2005 Cambridge Univ. Press book *Modular Representations of Finite Groups of Lie Type* along with what I hope are sufficient references to the scattered literature.