Preheat the oven to 375°F. Line a rimmed baking sheet with parchment paper.
Add the pecans to a medium mixing bowl. Mix in the oil, honey, chili powder, salt, and cayenne pepper, and stir until thoroughly combined.
Transfer the mixture to the prepared baking sheet and bake for 5 minutes. Stir the nuts to help prevent burning and bake for 3 to 5 minutes more.
Allow the nuts to harden in clumps as they cool. Once they've cooled, break them apart with your hands or lightly chop with a knife.
For the Chipotle Ranch Dressing
Combine all ingredients in a blender or small food processor. Blend until smooth.
For the Salad Assembly
Chop romaine (if needed) and place greens in a large bowl. Toss with glazed pecans, crumbled cheese, and diced avocado. Serve dressing on the side or toss into the salad. (There will be extras, I'm sure!)