Marinate the chicken: In a bowl, whisk lime juice, olive oil, chili powder, cumin, smoked paprika, garlic, salt, and pepper. Add chicken and toss to coat. Let it sit for at least 20 minutes (up to 8 hours in the fridge for deeper flavor).
Make the chipotle mayo: Stir together mayonnaise, adobo sauce, lime juice, and a pinch of salt.
Taste and adjust heat. Cover and chill.
Cook the chicken: Heat a skillet or grill over medium-high. Cook thighs 5–6 minutes per side (breasts 4–5 minutes per side), until browned and cooked through.
Internal temperature should reach 165°F (74°C). Rest 5 minutes, then slice.
Toast the rolls: Split the bolillos. Lightly butter or oil the cut sides.
Toast in the skillet, on the grill, or under a broiler until golden and crisp on the edges, soft inside.
Add cheese (optional): If using, lay cheese on the bottom halves and warm briefly to melt, or place on hot chicken slices.
Assemble: Spread chipotle mayo on both sides of the rolls. Layer lettuce, chicken, avocado, tomato, and red onion. Top with pickled jalapeños.
Season lightly with salt and pepper. Cap with the top roll and press gently.
Serve: Slice in half if you like. Add more jalapeños or a squeeze of lime.
Enjoy warm.