Make the chipotle mayo: stir together mayonnaise, minced chipotle peppers, and adobo sauce until fully combined. Taste and refrigerate.
Season the chicken: pat thighs dry and rub with cumin, chili powder, garlic powder, smoked paprika, oregano, salt, and pepper. Let sit 10 minutes if possible.
Cook the chicken: heat olive oil in a skillet over medium-high heat. Cook 5 to 6 minutes per side until lightly charred and cooked through. Rest 3 minutes, then slice thinly against the grain.
Warm the beans in a small pan over low heat or microwave. Keep them spreadable with a splash of water if needed.
Toast the rolls cut-side down in the same skillet for 1 to 2 minutes until golden.
Assemble: spread chipotle mayo on both halves. Spread refried beans on the bottom, lay cheese on the warm beans, then add sliced chicken. Layer avocado, tomato, onion, lettuce, jalapeño, and cilantro on top. Press the lid on, slice in half, and serve with lime.