In a large mixing bowl, add the masa harina, salt, and warm water. Stir until the ingredients are well combined. Using clean hands, knead the dough until it is smooth and no longer sticky, approximately 2 minutes. Divide the dough into 4 equal pieces. Shape and flatten the dough pieces into ovals that are 7-inches long and 1/4-inch thick.
In a large skillet (preferably cast-iron) over medium-high heat, warm 1 tablespoon of the oil. Add 1 huarache to the skillet and fry until golden brown and slightly blackened on the bottom, approximately 3 minutes. Turn over and spoon 1/4 cup of the salsa roja and 1/2 ounce of the cheese on the huarache. Continue cooking until slightly blackened on the bottom and cooked through, approximately 2 minutes. Transfer to a warm serving platter.
Repeat the above step three more times until all the huaraches are cooked. Alternatively, cook all 4 huaraches at once with 1/4 cup of oil on a flat griddle.
Return the skillet to high heat and add 4 tablespoons of oil. Season the steak with salt and pepper. Add the steak to the skillet and cook, flipping over once, until browned on both sides and cooked through, approximately 6 minutes. Remove the steak to a cutting board and allow it to rest while you cook the onion and nopales.
To the hot skillet, add the remaining oil and onion slices. Cook, stirring often until just softened, approximately 5 minutes. Add the nopales, and cook until heated through, approximately 2 minutes longer.
Slice the steak very thinly across the grain. Place the sliced steak on each prepared huarache.
Add the nopales and onions on top of the steak slices. Finish each huarache with slices of avocado and a sprinkling of cilantro. Serve immediately with a lime wedge next to each huarache de asada.