Wash the mushrooms and remove the stems, reserving them for later.
Crumble the Chorizo sausage into a skillet over medium heat. Cook until the sausage has browned. Remove from skillet and place in a medium bowl.
Add the onions, jalapenos, and garlic to the same skillet. Cook over medium heat for 5 minutes.
Add the Merlot to deglaze the pan, making sure to scrape any of the brown bits from the bottom of the pan. Allow the Merlot to cook for 2-3 minutes or until it reduces by half.
Chop the mushroom stems and add them to the skillet with the onions and Merlot. Cook for 3 minutes or until most of the Merlot has evaporated.
Pour the vegetable mixture into the bowl with the sausage. Set aside.
In a small bowl combine the cream cheese and cheddar cheese. Mix well.
Add the cheese mixture to the cooled sausage and vegetable mixture. Mix until everything is well combined.
Place the mushroom caps on a baking sheet and mound with the sausage and cheese mixture.
Bake for 20-25 minutes or until the stuffing begins to brown.