Heat a charcoal grill with hot coals. Brush the grill with oil.
Brush both sides of the tuna with olive oil and sprinkle generously with salt and pepper. Cook the tuna over the hot coals for about 2 1/2 minutes on each side. Remove to a plate. The tuna should be seared on the outside and raw inside. Allow to cool and cut into cubes.
(If you don't want to heat a grill, you can sear the tuna in a dry saute pan over high heat. Heat the pan for 2 minutes, add the tuna steaks and cook for 1 1/2 to 2 minutes on each side until seared on the outside and still raw inside.)
For the dressing, whisk together 2 tablespoons of olive oil, the lime zest, lime juice, wasabi powder, soy sauce, hot sauce, 2 teaspoons kosher salt, and 1 teaspoon pepper in a small bowl. Toss the avocado in the dressing and then add the tuna, red onion, scallion, and sesame seeds. Line the rolls with arugula leaves, fill with the tuna mixture, and serve.