Make the huaraches: Combine masa harina, salt, and 1 cup warm water in a large bowl, and stir until a smooth dough forms. Knead dough in bowl until very smooth but not sticky, about 2 minutes. Divide dough into quarters and shape each quarter into a 7"-long, 1⁄4"-thick oval. Heat 1 tbsp. oil in a 12" cast-iron skillet over medium-high heat. Add 1 huarache to skillet, and cook until blackened in spots on bottom, about 3 minutes. Flip and immediately spread with 1⁄4 cup salsa and 1⁄2 oz. cheese; continue cooking until blackened in spots on bottom and cooked through, about 2 minutes more. Transfer to a serving plate. Repeat with 3 tbsp. oil, remaining huaraches, salsa, and cheese.
Return skillet to high heat, and add 2 tbsp. oil. Season steaks with salt, and add 2 steaks to skillet; cook, turning once, until browned on both sides and cooked through, about 3 minutes. Place one steak over each huarache, and repeat with 2 tbsp. oil and remaining steaks.
Return skillet to high heat, and add remaining oil. Add onion, and cook, stirring often, until just tender, about 5 minutes. Add cactus, and cook until heated through, about 2 minutes. Divide cactus and onions among steaks, and serve immediately with an avocado half on each plate.