Gather ingredients, preheat stove to 400 degrees. Dissolve yeast in warm water in a large bowl. melt butter on medium heat and then whisk in milk and egg. Add milk mixture to the yeast. add the flour and salt to the liquids and stir until incorporated.
Turn out the dough onto a lightly floured surface and knead until smooth. Place dough in bowl, cover and let rise until doubles in size, about 1&1/2 hours.
Knead into the dough, chorizo, chilies and half the grated cheese, a little bit at a time until well incorporated. Place dough into the 9x5' pan (greased) and sprinkle cheese on top. cover and let rise again 1&1/2 hours or until it poofs out the top of the pan.
Bake in 400 degree oven 35-40 minutes or until top us lightly browned and it sounds hohllow when you thump it.