Place the meat in a 13-by-9-inch glass dish. Sprinkle the meat on both sides with salt and pepper. Toss the meat with the thyme and oregano, making sure the meat is evenly coated. Pour the orange juice all over the meat. Let the meat marinate for 30 minutes.
Heat a charcoal or gas grill, or use a stovetop grill pan, on high heat.
Once the grill is hot, grill the meat for 5 minutes per side, using tongs to flip the meat. Remove the meat from the heat and allow to rest, covered, for about 10 minutes.
Slice the meat into pieces large enough to fit the bolillo roll. Spread 1 tablespoon of mayonnaise on the inside halves of each bolillo roll. Season with some more salt and pepper. Slightly toast the bolillo roll on the grill, cut side down, about 1 minute. Place a sliced piece of meat on the inside of the roll. Add the avocado and tomato slices. Serve with some pickled jalapenos alongside.