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Preheat your oven to 350 degrees F. Set the oven racks at the upper-middle and lower-middle positions. Line 2 baking pans with parchment paper and set aside.
Heat a large skillet over medium-high heat for 1 minute. Add the chorizo and cook, breaking it up with a wooden spoon, until it is completely cooked through, about 6 minutes. Transfer the chorizo to a paper towel-lined plate to drain and cool slightly. Put the chorizo on a cutting board and chop it up into small pieces, transfer to a mixing bowl. Crumble the white bread into the chorizo and mix well to combine.
Dust your work surface with flour and place 1 thawed puff pastry sheet on top, with a long edge towards you. Cut the pastry in half lengthwise, giving you 2 long strips, and then cut each strip into 3 squares. Put a heaping tablespoon of the chorizo mixture in the center of the pastry square. Brush the edge closest to you with egg wash, and, starting at the opposite edge, roll the pastry over itself to enclose the filling, turning it onto the egg-brushed edge to seal. (If at any time the pastry gets too warm and hard to handle, place it on the baking sheet and in the freezer for a few minutes to chill quickly.)
Place the chorizo rolls, seam side down, on the prepared baking pan. Flatten the rolls slightly with the palm of your hand. With the tip of a knife, slash the top of the pastry 3 times. Repeat the process with the remaining sheet of puff pastry and chorizo filling. Brush the chorizo rolls with egg wash. Bake until the pastry is puffed and golden, about 20 to 25 minutes. Cool for a couple of minutes and serve warm with guachup on the side.