Heat a gas grill to medium high. Toss the tenderloins with 1-1/2 tsp. chile powder, 1 tsp. salt, and 1 tsp. olive oil to coat thoroughly. Put the tenderloins on the grill and cook, covered, until lightly browned, 2 to 3 minutes. Flip and continue to cook until firm and cooked through (they should still be a bit flexible), another 2 to 3 minutes. Transfer to a cutting board and let rest for a few minutes. When cool enough to handle, chop into 1/2-inch pieces.
Arrange the lettuce over the bottom of a wide (preferably glass) salad bowl. Sprinkle the cilantro leaves over the lettuce. Add the diced avocado and sprinkle 1/2 tsp. salt over it. In successive layers, add the chopped chicken, diced tomato, scallions, goat cheese, and nuts.
In a small bowl, whisk the lime juice with the remaining 2-1/2 Tbs. olive oil with a large pinch of salt and a large pinch of chile powder. Drizzle the mixture over the whole salad. At the table, gently toss all the layers together and serve.