Soak cashews in 1 1/2 cups warm water for 30 minutes to an hour. Drain and add to a food processor with rice milk. Blend for 1 minute or until smooth. Set aside.
Bring a large, deep skillet of water to a boil. For the collard greens, remove and discard thick stems at the point where they join the leaf. Cook leaves in boiling water until just tender and still bright green, about 1 minute. Transfer to a colander, rinse with cool water, remove and pat dry.
To assemble rolls, arrange a collard leaf flat on a work surface. Spread 1/4 of the cashew mixture over the entire leaf. In the middle of the leaf, along the stem line, pile 1/4 cup rice, 2 pepper strips, 1 carrot stick, 1 green onion, 2 sprigs of cilantro, and 1/4 of the avocado. Roll the leaf up tightly. Repeat with remaining collard leaves and filling ingredients. Cut each roll in half on the diagonal and serve.
*To cook brown rice, put 1/2 cup brown rice, 3/4 cup water and 1 teaspoon rice vinegar in a pot and bring to a boil. Reduce heat to a simmer, cover and cook until rice is tender and water has evaporated, 20 to 30 minutes. When rice is tender, remove from heat. Leave covered for 5 minutes. Measure out 1 cup cooked rice to use in this recipe. You will have about 2/3 cup leftover for another use.