Preheat your grill to medium-high heat (around 400°F).
Toss the prepared vegetables with olive oil, chili powder, cumin, salt, and pepper in a large bowl.
While the grill heats up, prepare the salsa by combining diced tomatoes, onion, jalapeños, cilantro, and lime juice in a bowl. Season with salt and refrigerate.
Grill the vegetables for 4-5 minutes per side until they have nice char marks and are tender but not mushy.
Remove vegetables from the grill and let them cool slightly before cutting into bite-sized pieces.
Warm the tortillas on the grill for about 30 seconds per side.
Assemble the tacos by filling each tortilla with grilled vegetables, topped with fresh salsa, avocado slices, and optional cotija cheese.