Preheat the smoker to 250 degrees Fahrenheit using fruit wood like apple or cherry. Oak works great too.
In a large bowl combine the beef and chorizo sausage and set aside.
In a large skillet set to medium heat, add olive oil and onions and cook for 5-8 minutes, until softened. Add the garlic and thyme and cook 1 additional minute. Remove from heat and add the tomato paste, Worcestershire, and chicken stock. Mix to combine.
In the bowl with the meat mixture add the egg, breadcrumbs, dry rub, and onion/liquid mix. Mix, gently, using your hands, and separate into two equal parts.
On a sheet pan covered with parchment paper add half the loaf and spread it into a rectangle shape about 1" thick.
Place the cheese in the center (see photos above), leaving about 1" around all sides. Shape the other half of the meat mixture to the same size as the bottom layer, place it on top of the cheese, and seal all edges and sides.
Place the loaf (on the sheet pan for ease) on the smoker and cook about 1 1/2 to 2 hours, until internal temperature is 150 F.
Cover the loaf with the Sriracha Ketchup mixture and cover the smoker lid, and continue cooking until the internal temperature of the meat is 165 F (this could take an additional 20-30 minutes).
Remove and let rest 5-10 minutes. And dig in!