1: Set up a grill for direct grilling and heat to high.
2: Pack the onions in two 16-ounce canning jars. Combine the vinegar, water, sugar, and salt in a saucepan and stir until the salt and sugar crystals dissolve. Bring to a boil over medium-high heat on the stove-top or your grill’s side burner. Carefully pour the hot liquid over the onions and let them sit for at least 1 hour. Replace the jar lids once the onions are cool. The onions can be refrigerated for up to 2 weeks.
3: Arrange the poblanos, serranos, and foiled garlic in directly in the coals. Grill, turning with tongs, until the skin on the chilies is blistered and blackened, about 2 to 3 minutes per side.
4: (Remove the foiled garlic after 3 to 4 minutes.) Let cool, then stem and seed the peppers and scrape off any really burnt skin. Coarsely chop the chiles and the garlic and place in the bowl of a food processor. Add the herbs and pulse until the mixture is finely chopped. Pour olive oil in through the feed tube with the machine running until the mixture takes on a sauce-like consistency. Add red wine vinegar to taste, a tablespoon at a time. Season with salt and pepper. Taste, adding more olive oil, vinegar, or salt and pepper. Set aside.
5: In the meantime, set up the grill for indirect grilling by pushing the coals into piles on opposite sides of the grill. Add more fuel, if necessary, to maintain medium-high heat.
6: Arrange the chorizo sausages side-by-side on your work surface. (They typically curve; arrange them facing the same way.) Run a long double-pronged metal skewer through the sides of the sausages. (Lacking a double-pronged skewer, use two long metal skewers in a parallel configuration.)
7: Indirect grill the sausages until they are cooked through (160 degrees), about 15 minutes. Just before the sausages are done, sprinkle the tops with the cheese; continue to cook until the cheese melts.
8: Toast the buns, cut sides down, for 1 to 2 minutes, or until golden brown.
9: To serve, place a sausage in a bun. Top with a spoonful of chimichurri and drained pickled onions. Repeat with the remaining buns and sausages.