On a large baking sheet place chicken thighs. Rub with oil. In a small bowl combine chili powder, cayenne, and ½ teaspoon salt, then rub all over chicken. Bake chicken until the juices run clear when cut and the internal temperature reaches 165℉, 15-20 minutes.
While chicken bakes, in a blender or food processor combine avocado, 1 tablespoon lime juice, and remaining ½ teaspoon salt. Blend or process until smooth, adding up to ½ cup cool water to achieve a sauce-like consistency.
When chicken is done, transfer to a cutting board and shred with 2 forks. Toss chicken with remaining 2 tablespoons lime juice.
Divide chicken between wraps and top with red cabbage and jalapeño. Drizzle with avocado sauce. If desired, fold sides of wrap in, then fold bottom of wrap over filling and roll up tightly. Cut in half.