For the stuffing: Carefully slice through the chicken breasts to open the thickest part like a book. Place the chicken breasts in between plastic wrap and pound lightly with the flat side of a meat mallet to flatten and even out the chicken. Reserve.
Coat a large saute pan with olive oil, add the onions and sprinkle with salt and a pinch of crushed red pepper. Bring the pan to a medium-high heat and cook the onions until they are soft and very aromatic but have no color, 7 to 8 minutes. Toss in the garlic and cook for 1 to 2 minutes.
Crumble the chorizo and add to the pan. Cook the chorizo until it is cooked through, 5 to 6 minutes. Remove the pan from the heat and let cool slightly.
Transfer the chorizo mixture to a mixing bowl and stir in the breadcrumbs, Manchego, parsley, almonds and egg. Taste to make sure the stuffing is delicious.
Divide the filling among the 4 chicken breasts. Make a log of stuffing across the widest part of the chicken breast. Fold the ends over the stuffing and roll the chicken up to enclose the stuffing. Secure the rolls shut with a toothpick.
For the breading: Set up a standard breading procedure with 3 bowls: 1 with flour, 1 with 2 eggs beaten together with 2 tablespoons water and 1 with the panko breadcrumbs.
Dust each chicken roll lightly with flour, then dip in the egg wash and then roll in the panko. Once all the chicken rolls have been breaded, let them hang out in the fridge for at least 1 hour.
Preheat the oven to 350 degrees F.
Add olive oil to a large, straight-sided saute pan until it reaches a depth of 1/2-inch and bring the pan to a medium-high heat.
Brown the chicken rolls on all sides. When the chicken is brown, remove from the pan and blot on paper towels. Transfer the rolls to a sheet tray and place in the oven for 8 to 10 minutes.
For the sauce: Add a few drops of oil to a saute pan and add the shallots. Sprinkle with salt and bring the pan to a medium heat. Cook the shallots for 3 to 4 minutes and then add the sherry vinegar. Reduce the vinegar by half. Add half the chicken stock, season with salt and bring it to a boil. When the stock has reduced by half, add the remaining stock and reduce by half again. Taste and adjust the seasoning if needed (it probably will).
Turn the heat to medium and swirl in 1 pat of butter at a time.
Remove the chicken from the oven, slice each roll into 4 or 5 slices, plate and spoon the sauce over.
Wine Pairing Suggestion: Albarino (Spanish wine goes with the Spanish ingredients).