Build a medium-hot fire on a charcoal grill or heat a gas grill to high.
Place a heavy, enameled cast-iron Dutch oven (like Le Creuset) on the center of the grill. When hot, add the chorizo and cook until crisp crumbly, about 6 minutes. Using a slotted spoon, transfer the chorizo to paper towels to drain.
Add the butter and onions and cook on medium-high heat until the onions are translucent, about 5 minutes. Add the garlic and saute until fragrant. Add the tequila and clam juice and bring to a boil, scraping up the browned bits at the bottom of the pot. Add the clams and cover with a lid. Cook on the grill until the clams are wide open, 10 to 12 minutes. Make sure to discard any clams that remain unopened.
Return the chorizo to the pot and stir to combine. Sprinkle with chopped cilantro and serve with sourdough bread for dipping.