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Heat oven to 200C/180C fan/gas 6. Cut the marrow in half lengthways and scoop out the middle. Put the halves, cut-side up, in a large roasting tin and season.
Heat the oil in a saucepan, add the onion and sweat on a low heat for 10 mins until soft. Add the garlic, chorizo, spices and dried herbs. Cook for a few mins, then add the tomatoes and peppers. Turn down to a low simmer and cook for 10 mins, then stir through the parsley.
Spoon the tomato mixture into the marrow halves, cover with foil and bake for 30 mins. Sprinkle over the breadcrumbs and Manchego, and return to the oven for 10 mins until the crumbs are golden and crisp, and the marrow is tender.