Place the chicken in a 13-by-9-inch glass dish. Heavily sprinkle chicken with salt and pepper. Toss the chicken with the thyme and oregano, making sure everything is evenly incorporated. Pour the orange juice all over the chicken. Let it marinate for 10 minutes.
Heat the vegetable oil on a heavy grill pan over high heat. When the pan is hot, add the chicken. Cook about 5 minutes on one side and flip over, using tongs. Cook on the other side until perfectly browned and the chicken is cooked through, another 5 minutes. Remove the chicken from the heat and reserve, covered.
In a medium mixing bowl, mix the mayonnaise, chipotle and garlic until all ingredients are evenly incorporated. Season with salt. Reserve.
Spread 1 tablespoon of the mayonnaise mixture on the inside of a bolillo roll. Slightly toast the bolillo roll on the grill pan on medium-high heat, about 1 minute per side. Place a chicken breast on the inside of the roll. Add the avocado slices and top with lettuce. Drizzle with a little bit of olive oil and red wine vinegar. Close the sandwich and serve immediately.