This robust baked dish sets delicately sweet shrimp against spicy chorizo.
Preheat oven to 400 degrees. Toss tomatoes, garlic, onion, and oregano with oil in a large bowl; season with pepper and the salt. Spread mixture evenly in a 12-inch ovenproof skillet. Roast, stirring occasionally, until tomatoes burst, about 30 minutes.
Add shrimp and chorizo, and stir until well coated. Roast until shrimp is cooked through, 10 to 12 minutes.
Meanwhile, heat a grill or grill pan until medium-hot. Using remaining 1/3 cup oil, brush each side of bread with 1 teaspoon oil; season with salt and pepper. Grill bread, turning once, until golden brown, about 6 minutes. (Alternatively, toast bread under broiler.)
Put a bread slice in each of four serving bowls. Divide shrimp mixture among bowls; garnish with oregano. Serve remaining bread slices on the side.