In a frying pan or shallow pan sweat the shallots, garlic, chorizo and chilli in the olive oil for 2 minutes. Add the capers and vinegar and simmer for 1 minute.
Add the tomato and parsley, bring to the boil and adjust the seasoning. Pour the sauce into a small ovenproof dish. Gently crack the eggs into the sauce, cover with foil and place in the oven for 3 minutes.