Melt butter in a medium skillet or comal (griddle) over medium-high heat. Toast bolillo roll for about 30 seconds per side until lightly golden; remove from heat.
Spread Mexican crema on the bottom slice of the bolillo roll, and refried beans on the top slice. Layer lettuce, ham, queso fresco, onion, tomato, avocado, and jalapeño pepper on bottom half of bolillo roll. Cover with top slice.