Place all ingredients for chimichurri in a food processor, and pulse to combine. Transfer to a bowl.
Place chorizo on a grill on medium-high heat and cook, turning often, until crispy on the outside and cooked through to the middle. Split in half lengthwise, and return to grill to slightly char the inside.
Cut the baguette to the size of the chorizo, and create a pocket by slicing along the length of the bread, but not all the way through to the other side. Grill the inside slightly until warm and toasted.
Spread the inside of the grilled baguette with one to two tablespoons of chimichurri. Place grilled chorizo inside, and serve immediately. Enjoy!