Start by lighting and setting up your grill for medium high direct heat. While the grill is preheating, mix together the salsa ingredients and set aside at room temperature.
When the grill is preheated, place the chorizo over direct heat for 5-7 minutes. Turn them often in order to char them on the outside. Then, remove from the grill and butterfly the chorizo by making a cut with a sharp knife running the length of the side of the link.
Spread the link open, exposing the inside of the sausage. Slice the baguette pieces open vertically, and drizzle the inside of the bread with olive oil.
Place the chorizo and bread cut side down on the grill over direct heat. Char the inside of the chorizo and lightly brown the bread. Flip the chorizo and dress with the chimichurri.
Remove the bread and chorizo from the grill, and assemble sandwiches with chimichurri, and salsa. Serve hot.