For the chicken and marinade: Place the chicken thighs in a bowl. Whisk together the lime juice, olive oil, ancho chili powder, Worcestershire sauce, cumin, garlic and black pepper in a small bowl and pour over the chicken. Cover the chicken and refrigerate overnight.
For the chipotle honey sauce: Whisk together the honey, canola oil, ancho chile powder, chipotles, mustard, ground coriander, ground cumin and Spanish paprika. Season with salt and pepper and set aside.
Preheat the grill to medium-high heat. Sprinkle the chicken well with salt and pepper and place the chicken thighs on the grill at a 45-degree angle to establish good grill marks. Once the chicken easily releases from the grill, turn it over to continue cooking. Start brushing the thighs with the chipotle honey sauce every few minutes. Once the internal temperature reaches 165 degrees F, or its juices run clear, about 8 minutes. Remove the chicken from the grill. Let the chicken rest for 5 to 10 minutes before serving. Slice the chicken.
Layer the tortilla chips, top with sauce, chicken, relish and jalapenos.
Melt the butter in a medium saucepan over medium heat. Whisk in the flour and cook for 1 minute. Slowly whisk in 2 cups of the warm milk, increase the heat, bring to a boil and continue whisking until the sauce thickens and the flour taste has been cooked out, about 5 minutes.
Remove the sauce from the heat and slowly whisk in the cheese a handful at a time. Continue whisking until smooth. Season with salt and pepper and nutmeg. Set aside.
Combine the avocados, serrano, onions, lime juice, oil, honey and salt and pepper to taste in a medium bowl. Fold in the cilantro until combined.
Brush the jalapenos with oil and season with salt and pepper. Grill until charred all over, about 6 minutes.