Roughly chop the onion and chorizo. Heat a frying pan over low heat and add these to the pan. The sausage will release its fat which will be enough to soften the onion.
Meantime, thinly slice the mushrooms and chop the bell pepper.
When the onion has softened, add the pepper and mushroom. Scatter the oregano on top and stir-fry for a minute.
Add the red wine vinegar, put a lid on and gently sauté for about 10 minutes - you might need to add a splash of water.
Crumble the blue cheese over the mushrooms and add the chopped herbs. Stir for a minute until the cheese has melted.
Season to taste and serve immediately.