Preheat the oven to 200 °C, gas mark 6.
Start to pan fry the chorizo in an ovenproof frying pan for 2-3 minutes (no need to add any oil to the pan).
Add the onion, garlic, thyme and red wine to the pan, and continue to fry for a further 2 minutes.
Place the pan in the preheated oven for 15 minutes.
Transfer to a bowl for serving.