Preheat oven to 400°F. Line baking tray with baking paper. Set aside.
Sauté bell peppers in hot oil. Add chorizo and chili con carne. Cook mixture for about 2 to 3 minutes. Drain mixture in a strainer.
Put a tablespoonful of chorizo mixture in the center of a molo wrapper. Sprinkle grated cheese on top and brush edges with beaten egg. Attach the sides to form into a triangle leaving the middle open. Do the same with the rest of the filling and wrappers.
Arrange triangles on prepared tray. Bake until cheese melts and wrapper turns slightly brown.