1. Place pickling lime in a 64 oz container, such as a large Mason jar. Fill the jar with water.
Shake well, cover tightly, let stand overnight. The powder will settle and the remaining clear water is your limewater. Pour the limewater into another container without disturbing the powder, and then discard the powder. Combine 1 cup cornmeal or grits with 2 cups of the limewater and soak for 24 hours. Reserve the remaining soaking liquid for another time. Strain cornmeal and lightly rinse.
2. Fire up your grill to medium-high heat. Lay the peppers and onions out on a sheet tray and coat evenly in coconut oil. Season with salt and pepper, paprika and chile powder. Place all of the vegetables on the grill, on the upper rack, if you have one (if you don’t, just keep an eye on it and watch for flares), and roast for 15 minutes, rotating halfway through, and removing any that are beginning to brown quickly as needed. Remove veggies from the grill, transporting everything back to a cutting surface on the sheet tray.
3. Remove the kernels off of the ears of corn and gather in a medium bowl.
4. Chop the peppers, onion and avocado into a small dice and combine with the corn.
Add the cilantro. Squeeze lime over everything and toss to combine. Taste for seasoning, and salt and pepper as desired. Set aside.
5. For masa cakes: In a medium bowl combine egg salt and water. Add cornmeal and combine well. You should have a dry dough that you can handle without it sticking to your hands. Adjust amounts of water or cornmeal as needed to achieve this consistency.
6. Add coconut oil to a large skillet on medium-high heat. Form 2 tablespoons of dough in your hands into a ball. Flatten the balls into discs and drop them into the skillet.
Allow to brown, about 6 minutes, then flip and brown the other side.
7. Place masa cakes onto individual plates and top with pico de gallo. Serve.