Step 1Slice the bread in half horizontally, leaving 1 side hinged. Carefully hollow out the center of each side, leaving a retaining wall. Place on large sheet of waxed paper or foil. Lay the arugula or pea shoots in the well in the bottom half, then layer half the cheese over that. Set aside.
Step 2Beat the eggs with the milk and salt and pepper to taste.
Step 3Combine the chorizo and onion in a large saute pan over medium heat. Cook, stirring, until the onion is soft, about 5 minutes. Raise the heat slightly and pour in the eggs. Cook, stirring with a spatula, until set but still moist. Using a spatula, lift the cooked egg mixture onto the cheese-lined bread and arrange in an even layer, pressing down to compact. Lay the remaining cheese evenly on top.
Step 4Close the top of the bread, pressing down. Wrap the sandwich tightly in paper or foil and weight with cast-iron skillet or other heavy object for 1 hour to compact.
Step 5To serve, use a serrated knife to cut into wedges.