Preheat oven to 350°F. Remove peel from 3 of largest sausages and trim ends flat. Finely chop remaining chorizo and set aside for sauce.
Stand roast on end on cutting board. Insert thin-bladed (boning or slicing) knife down center to make 2-inch opening all the way through. Use your fingers to enlarge opening to 1-inch-diameter hole. Insert 3 chorizos, working from both ends. Tie with string at 1-1/2-inch intervals. Place in roasting pan, fat side up. Season on all sides with Adobo. Scatter shallots around roast and add 1/2 cup water to pan.
Roast 45 minutes to 1 hour, or until internal temperature reaches 145°F. Remove and let rest 10 minutes. De-fat pan juices and reserve.
Meanwhile, finely chop roasted shallots. Combine tomato sauce, oregano, chopped chorizo, shallots, 3 tablespoons pan juices and 1/4 cup water in small saucepan. Simmer 5 minutes. Stir in cream and remove from heat. Slice pork and serve with sauce. Garnish with oregano sprigs.