Remove the chorizo meat from the casings. In a sauté pan set over medium-high heat add the chorizo meat, breaking meat down with a spatula.
Add mushrooms, shallot and yellow pepper to the meat. Continue to cook until the chorizo is cooked through. Stir in the parsley and season with salt and pepper to taste.
Remove from the heat and cool slightly. Remove stems from the lettuce leaves.
Open each leaf like a taco and fill with some of the filling. Serve warm.