In a large freezer bag, stir together water, lime juice, soy sauce, chili sauce, Worcestershire, garlic, pepper, and cumin. If you have large chicken breasts, cut them in half. Add chicken to the marinade; seal the bag well and refrigerate for up to 24 hours to marinate.
To cook chicken, preheat grill to medium. Grill chicken 3-4 minutes per side or until cooked completely. When you flip your chicken to cook on the second side, top with shredded cheese to melt. Cover chicken with foil to finish cooking. Remove from heat.
For the pico de gallo, dice tomatoes and onion. Chop cilantro; juice lime. Stir all ingredients together in a small bowl. Top the chicken with the pico and a few crumbled tortilla chips. Serve with orange slices on the side.