Special Equipment: 4 (6-inch wide) flat ovenproof dishes such as terra cotta cazuelas
Coat a saucepan with olive oil, add the onions and bring to a medium heat. Season the onions with salt and sweat for 7 to 8 minutes or until the onions are soft and very aromatic. Add the garlic and cook for 2 to 3 more minutes. Add the chorizo and pimenton and cook for another 2 to 3 minutes. Add the tomatoes and season with salt. Simmer for 15 to 20 minutes. Taste for seasoning and adjust, if needed.
Preheat the oven to 400 degrees F.
Oil the cazuelas. Fill each dish about halfway with the tomato sauce. Break 2 eggs into each dish and sprinkle with grated cheese. Place the cazuelas into the preheated oven and bake until the egg whites are set but the yolks are still runny, about 8 minutes.
When the eggs are done, sprinkle with chives and serve.