Toss shrimp with a little olive oil and dress with salt, pepper, thyme and lemon zest. Skewer the shrimp near the tail end then thread a slice of chorizo with cut sides facing out, nesting the chorizo in the natural curve of the shrimp.
Heat a little oil in a large skillet over medium-high heat and melt butter into it. Add garlic and swirl for a minute or 2 then remove. Add the shrimp and chorizo bites and cook until the chorizo is crisp and the shrimp are pink and opaque. Douse pan with sherry and lemon juice, and sprinkle with green onions to serve.