Set grill to medium-high. For each serving, rub one steak with 1 1/2 teaspoon vegetable oil and 1 teaspoon Mesquite seasoning. Grill to the desired temperature. Remove from grill. Allow to rest briefly then dice.
Place 1 tortilla on a grill and cover with a 1/4 cup of cheese to melt.
Remove tortilla from grill and cover with two scrambled eggs. Top eggs with grilled steak, 2 tablespoons peppers, 3 slices of avocado, 1 1/2 tablespoons Cholula, 1/2 teaspoon rub, and a 1/4 teaspoon oregano. Roll tortilla from the bottom, folding in sides, and roll tightly.
Halve burrito and secure each half with a pick. Serve warm with desired accompaniments.