In a large saucepan, drizzle the olive oil over medium heat.
Once heated, add the chorizo and cook, stirring often, until heated through and starting to crisp, about 4 minutes.
Use a slotted spoon to remove the chorizo to a plate while leaving behind the oil.
Add the onion to the saucepan and cook until beginning to turn golden, about 8 minutes.
Stir in the garlic and cook until just fragrant, 30 seconds to 1 minute.
Pour in the white wine and stir to deglaze the pan. Cook until nearly evaporated.
Pour in the crushed tomatoes and season with the oregano and salt. Stir in the chorizo.
Reduce heat to a simmer and cook, stirring often, for 15 minutes to allow the flavors to blend. If too thick, add a little more crushed tomatoes or water. Adjust seasonings to taste.
While the sauce is cooking, bring a large pot of salted water to a boil.
Once boiling, add the penne and cook until just starting to become tender. Remove from heat and drain.
Preheat oven to 350˚F (180˚C). Lightly grease a 9x13 inch (23x33 centimeter) baking dish with olive oil.
Combine the drained penne and chorizo tomato sauce. Pour the mixture into the prepared baking dish.
Cover the pasta evenly with the shredded Manchego cheese, followed by the grated Parmesan.
Cook in the preheated oven until the cheese is melted and starting to turn bubbly, 20-30 minutes.
Serve the pasta warm from the oven.