Preheat the oven to 250 degrees F (120 degrees C).
Seal chicken breast in a resealable zip-top plastic bag. Pound flat to 1/4-inch thickness. Add cornstarch and shake to coat.
Whisk egg in a shallow bowl. Dredge chicken breast through egg; leave it in the bowl. Add bread crumbs, cilantro, chipotle, oregano, cumin, and pepper to the bag; shake well. Lift chicken from the bowl, letting any excess egg drip off. Add to bread crumb mixture. Shake and press seasoned bread crumbs over chicken breast.
Place bolillo buns in the preheated oven until warmed through and toasted, about 12 minutes.
Meanwhile, mix mayonnaise and hot sauce together in a small mixing bowl.
Heat oil in a skillet over medium heat. Cook chicken until browned, about 6 minutes per side. An instant-read thermometer inserted into the center should read at least 165 degrees F (74 degrees C). Cut chicken in half, lengthwise.
Assemble sandwiches. Spread spicy mayonnaise over both sides of the rolls. Add equal amounts of avocado, tomato, lettuce, carrots, and jalapeños to 2 halves. Add chicken and tops of rolls. Serve with remaining spicy mayonnaise for dipping.