In a small bowl, combine the grill seasoning, lime zest, coriander, cumin and chili powder. Work the dry rub into the steaks on both sides; set the steaks on a plate and let stand for 15 minutes.
In a small saucepan, melt the butter over medium heat. Whisk in the flour and cook for 1 minute. Add the milk and cook, whisking, until bubbling, 3 to 4 minutes. Stir in the cheese and chipotles in adobo sauce. Season the sauce with salt to taste. Reduce the heat to the lowest setting and keep the sauce warm.
Drizzle a little EVOO on a large griddle or in a heavy skillet; spread the oil evenly with a bunched-up paper towel. Heat the pan over high heat until just smoking. Add the steaks and cook for 5 minutes, lowering the heat if needed. Flip and cook for 2 to 3 minutes for medium. Remove and let rest for 5 minutes.
Slice the steaks and top with the chipotle-cheese sauce. Serve the avocados, tomatoes and red onion alongside the steaks. Sprinkle the salad with salt, lemon juice and EVOO. Top the steaks and salad with the cilantro.