In a small skillet, saute onion in 1 Tbsp. oil until onions become slightly soft. Stir in cumin, cayenne, and chili powder and saute an additional minute or two.
Transfer seasoned onions to a small crock pot (or medium-sized saucepan). Add chicken broth, cliantro, lime juice, pepper and pinto beans to onions and simmer on low-heat for at least 2-3 hours.
In the meantime (when you are close to serving), combine taco seasoning and paprika. Brush chicken with oil and rub with taco seasoning/paprika mixture. Grill chicken over medium-heat until cooked through (try to turn only once during the grilling process). Remove from grill and shred.
In individual bowls layer chicken, about 1/3 c. pico de gallo, 1/3 c. diced avocado, and 1/3 c. pepper jack cheese. Ladle about 1 cup of soup directly over the layers. Top with tortilla strips and garnish with cilantro and lime wedges.