Using a small nonstick skillet, add 1 teaspoon olive oil and cook the chorizo for 5 minutes. After 2 1/2 minutes, stir the chorizo, which will become firm and darker in color. Set aside chorizo to cool.
In a small bowl, blend sweet chili sauce (reserve 4 tablespoons for dipping), diced jalapeño, chopped chives and cream cheese. Now add and blend chopped cilantro and the cooled chorizo.
Place the fillo on the work surface. Lay a sheet of fillo dough on the work surface and lightly brush with butter. Start with the edges and brush towards the center to prevent the fillo from cracking. Repeat for three more sheets. Place 2 tablespoons of the filling in the center of the short edge of the stacked fillo, leaving 1 inch from each side free of the filling. Roll twice and then fold the side edges in to enclose the sides. Continue to roll until the end of the fillo is reached. Repeat this process until 4 rolls have been completed. Place the rolls seam side down at least 1 inch apart on an ungreased cookie sheet. Brush the rolls with the remaining butter. Bake in a preheated 350ºF for 25 minutes or until golden brown.
Serve the rolls warm with the reserved sweet chili sauce. Garnish with sliced jalapeno, green onions or cilantro.