Heat oven to 400°F and arrange a rack in the middle
Grease an 10-inch cast iron skillet or an 8x8-inch baking dish or line with parchment paper and grease the parchment paper.
Heat a medium frying pan over medium-high heat. Add the chorizo and onion and let cook until onion is soft, about 10 minutes, breaking chorizo up with the back of a wooden spoon as you go.
Transfer to a large bowl and let cool slightly. Add cheese, thyme, egg, milk, and melted butter. Stir to combine.
In a separate bowl combine flour, baking powder, and salt. Whisk to break up any lumps. Add the dry mixture to the chorizo mixture and stir with a rubber spatula until just combined. Scrape into the prepared pan.
Mix together Panko and Pecorino in a small bowl. Sprinkle over the batter. Bake until firm in the middle and toasted, about 25-30 minutes.
Sprinkle with parsley and serve.