In a medium bowl, prepare the marinade by combining the achiote paste, orange juice, cumin and oregano; season with salt and black pepper.
Brush the marinade on both sides of each fish filet and marinate for at least one hour in the refrigerator.
Pre-heat the grill to medium-high. Remove fish from refrigerator and coat lightly with canola oil.
Place on the grill and turn after two minutes.
Split the sandwich rolls and lightly grill.
Make Cabbage Slaw:
Combine cabbage, lime juice and cilantro in a bowl.
Make Roasted Pineapple-Jalapeño Spread:
Pre-heat oven to 350° F.
Toss the pineapple and jalapeño in the oil; season with salt and pepper.
Place on a baking sheet and roast until lightly caramelized, approximately 30 minutes.
Remove and let cool to room temperature.
Place the pineapple and jalapeño in a blender and puree until smooth.
Spread mayonnaise on the bottom of each roll. Top with cabbage slaw, fish and Roasted Pineapple-Jalapeño Spread, and finish with sliced avocado
Place top on each roll and serve.
Recipe adapted from www.californiaavocado.com