In a large bowl, combine egg, ketchup, onion, bread crumbs, parsley, paprika, garlic, chorizo and salt and pepper to taste. Mix well. Divide meat mixture into 16 balls. Push a cheese cube into the center of each ball, and seal meat around the cheese.
In a small saucepan, combine marmalade, orange juice, green onions and the pepper. Bring to a simmer.
In a large fry pan or sauté pan, heat olive oil over medium high heat. Fry meatballs in batches, 5 to 8 minutes per side until cooked through. Note: If desired, bake meatballs at 400F for 20-25 minutes.
Place meatballs in a serving dish; pour glaze over the top and gently stir to coat. Garnish with extra sliced green onions and chopped Serrano peppers. Yield: 16 meatballs.