In a skillet heat 1 tablespoon of the oil over moderate heat until it is hot and in it saute the chorizo for 1 minute. Add the onion and cook the mixture, stirring, until the onion is softened. Add the garlic and cook the mixture, stirring, for 1 minute. Add the mushroom stems and salt and pepper to taste and cook the mixture, stirring, until the liquid the mushrooms give off is evaporated. Add the Sherry and boil it until it is evaporated. Remove the skillet from the heat and stir in the breadcrumbs. Let the mixture cook and blend in the egg yolk, the parsley, and salt and pepper to taste.
Brush the outside of each mushroom cap with some of the oil. Divide the filling among the caps, mounding it, arrange the stuffed mushrooms in a lightly oiled baking dish just large enough to hold them in one layer, and bake them in a preheated 400 degree F. oven for 5 to 10 minutes, or until they are golden. Serve the mushrooms warm or at room temperature.