2 tablespoons olive oil
2 large shallots, finely sliced
1 pound Spanish chorizo, sliced into 1/3-inch rounds
1 ¼ cups dry red wine
¼ cup Palo Cortado sherry
4 bay leaves
8 sprigs fresh thyme
2 tablespoons chili oil
16 large shrimp, peeled and deveined
8 skewers, for serving
1 loaf crusty bread, for serving
Flat-leaf parsley, chopped, for garnish
In a large skillet, heat the olive oil over medium-high heat until it ripples. Add the shallots and cook, stirring, until tender and translucent, about 5 minutes. With a slotted spoon, remove the shallots from the pan; set aside. Add the chorizo to the skillet and sauté, stirring, until lightly browned. Add the red wine, sherry, bay leaves, thyme, and reserved shallots. Simmer until the wine is reduced in volume and slightly thickened, about 5 minutes. Remove the pan from the heat and cover loosely with foil to keep warm.
In another large skillet, heat the chili oil until hot. Add the shrimp in one layer and sauté quickly, stirring, until pink and firm. Do not overcook.
Thread the shrimp and chorizo slices onto the skewers, alternating them and allowing 2 shrimp per skewer. Arrange the skewers on a serving platter. Slice the bread and arrange on another serving platter.
Remove the bay leaves and thyme sprigs from the sauce, drizzle the sauce over the skewers, and garnish with the parsley. Serve at once, with the bread as an accompaniment.