Preheat the oven to 425 degrees F. Remove the stems from 24 large cremini mushrooms (finely chop the stems for the filling).
Wipe the caps clean with a damp paper towel, then toss with 2 tablespoons olive oil and season with salt. Arrange on a baking sheet.
Cook 4 ounces fresh chorizo (casing removed) in a skillet with olive oil over medium heat, breaking up the meat, until no longer pink, 4 minutes. Add the chopped mushroom stems and 1/4 cup each finely chopped celery and yellow bell pepper; season with salt. Cook until just tender, about 5 minutes. Let cool, then mix with 1 1/2 cups crumbled cornbread, 1/2 cup shredded cheddar, 1/4 cup each chopped parsley and scallions, and 1 tablespoon chopped pickled jalapeno. Divide among the mushroom caps.
Bake until the mushrooms are tender and the filling is golden, 15 to 17 minutes. Let cool 5 minutes, then remove from the baking sheet.