Add the olive oil and sherry vinegar to a small bowl and whisk.
Add the mozzarella, manchego, garlic, rosemary, bay and orange peel to a large bowl, pour over the marinade and then toss. Add the olives, stirring to make sure they are covered in the marinade. Cover and refrigerate for 8 hours or overnight.
Before serving, drain off any excess liquid. Add the cubed chorizo, toss and serve.