Heat oven to 450 degrees F. Seed and halve the acorn squashes.
Place squash halves cut-side down in a baking dish, add 1/4 inch water, cover with foil, and bake until tender, 25-30 minutes.
Meanwhile, cook the bulgur according to the package directions.
In a medium bowl combine bulgur, cheddar, chorizo, parsley, 1 tbsp. of oil, and 1/4 tsp. each salt and pepper.
Turn squash halves cut-side up and, dividing evenly, fill with the bulgur mixture.
Bake until the filling is warmed through and the cheddar is melted, 8 to 10 minutes.