Heat the oil in a large straight-sided skillet over medium-high heat. Add the ground beef and chorizo and break up the meat using the back of a wooden spoon or spatula. Sprinkle liberally with salt and black pepper and cook, stirring occasionally, until browned but not fully cooked through, 4 to 6 minutes. Transfer the meat to a plate using a slotted spoon. Do not discard the fat from the skillet.
Add the chiles and onions to the skillet with the fat and cook until lightly browned and softened, stirring occasionally, 6 to 8 minutes. Stir in the chili powder, cumin, garlic and 1/4 cup water and cook for 2 minutes, stirring constantly. Add the tomato puree, beef stock, Worcestershire sauce and reserved browned beef and chorizo. Stir to combine and bring to a boil, and then lower to a simmer and cook covered for 25 minutes.
Stir in the pickling liquid and beans and cook for another 15 minutes, uncovered, until the chili has reduced slightly and is nice and thick. Season with salt and black pepper.
To assemble, turn each bag of corn chips horizontally and cut a slit to open the bag. Spoon enough warm chili into each bag to cover the chips, about 1/2 cup, and top with a handful of the Cheddar and a dollop of the sour cream. Garnish with the pickled jalapenos and scallions.