Heat grill to medium-high and lightly oil grates.
Form ground turkey into four patties. Using thumb, make an indentation to give burgers a flat top surface for holding toppings later. Sprinkle with chili powder and season with salt and pepper. Cover and grill until done to your liking, approximately 5 minutes per side.
Top burgers with cheese. Cover and continue to grill until cheese has melted. Grill bread until lightly charred. Place each burger on piece of bread and top with avocado slices and salsa.