Preheat an outdoor grill for medium heat and lightly oil the grate.
Brush both sides of nopales with 1 tablespoon oil and season with salt and pepper. Place on the hot grill and cook, turning halfway through, until tender, 7 to 9 minutes. Remove from grill and let cool until safe to handle. Slice nopales into 1/2-inch strips.
Layer tomatoes, serrano chiles, and onion on a serving plate. Place grilled nopales on top; drizzle with lime juice and remaining 2 tablespoons oil. Sprinkle cilantro and oregano on top. Add cotija cheese.
Slice each avocado half while still in the skin; use a spoon to gently scoop sliced avocado onto the salad in a fan shape. Top with sesame seeds and additional salt and pepper.
