To make the cochinita pibil: toast the annatto seeds on a dry griddle until lightly browned. Cool slightly and transfer to a blender with remaining ingredients except for pork roast. Pour the mixture over the meat and marinate for 24 hours.
Remove the meat from the marinade and transfer to a vacuum bag; seal tightly. Heat a circulating water bath to 149F. Cook the meat in the water bath for 6 hours. Cool slightly, remove the meat from the bag and cut into pieces.
To make the orange jelly: bring the orange juice to a boil. Stir in the agar agar until dissolved. Pour into a mold and chill until set.
To make the pickled onions: put all the ingredients in a small bowl and let stand until the onions are marinated.
To assemble the dish: heat the lard in a skillet over medium heat. Add the tortillas and cook until browned and very crisp. Cool and grind in a blender until fine crumbs. Spread some crumbs on the bottom of a plate and top with a few pieces of meat. Add sliced avocado, orange jelly and pickled onions to the plate. Garnish with cilantro and habanero chiles.