Using a small pointed knife, prick the chorizo skin in several places.
Place the chorizo in a small sauce pan. Pour in the wine. Bring to the boil. Lower the heat and simmer uncovered for about 15 minutes, turning the chorizos occasionally, until the meat is cooked through. Cover the pan and allow the chorizo to steep in the wine for three for four hours.
Peel and finely chop the onion.
Take the chorizo out of the red wine. Cut into rings about half an inch thick.
Heat the olive oil in a small frying pan. Saute the chopped onion until soft and translucent.
Add the sliced chorizo to the onion. Keep the slices in a single layer. Pour in the wine. Cook over medium heat, uncovered, turning the chorizo slices over halfway through the cooking, until the liquid has almost dried up.
Arrange the chorizo slices on a plate. Spoon the onion bits and any pan juices over them. Sprinkle with parsley. If serving as cocktail food or appetizer, you may optionally pierce each chorizo slice with a skewer.