Heat lard in a pot and whisk in flour until golden.
Add chili powder, cumin, garlic powder, oregano, salt, and pepper.
Whisk in broth and cook until thickened, 3–5 minutes.
Simmer gravy 15 minutes.
Preheat oven to 450°F.
Warm tortillas in oiled baking dish 5 minutes.
Fill each with cheese and onion, roll, and place seam down.
Pour remaining gravy and cheese on top.
Bake 10 minutes until bubbly.
Serve warm with pickled jalapeños.