In a medium bowl, combine mayonnaise, chili powder and lime juice. Stir with a spoon until blended.
Add chicken, chilies, tomatoes, pumpkin seeds and cilantro. Stir until well blended.
Butter one side of 8 slices of bread.
Place 2 slices of cheese on the unbuttered side of 4 slices of bread. Spoon chicken salad mixture on top of cheese. Place 3-4 slices of avocado over chicken salad. Place 1 slice of cheese over avocado. Place remaining bread slices over cheese butter side up.
Pre-heat a large non-stick skillet or griddle over medium-low heat.
Grill sandwiches for 3-4 minutes on each side or until cheese is melted and bread is golden brown.