Heat the oil in a small nonstick pan over medium heat. Add the onion, and a pinch of salt, and cook, stirring frequently for 3 to 4 minutes, or until golden brown. Add the chorizo slices, and stir fry for 3 to 4 minutes, or until golden brown, and cooked through, adding a splash of water halfway through the cooking process.
Place 2 slices of bread onto a serving plate. Cover the bread with the rocket, then spoon over the cooked chorizo and onions. Place the remaining bread slices on top.