Cook the chorizo in a large soup pot in a little oil to brown slightly and render some of the fat. Remove from the pan and set aside in the fridge.
Cook the onions and jalapenos on high heat in the oil/chorizo fat mixture for about 10 minutes. Add the mushrooms and cabbage and continue to cook about 5 more minutes. There should be lots of browning going on.
Add the garlic and cook 2 minutes. Add in the wine and stir to combine, scraping the brown bits off the bottom of the pan.
Add in the stock, squash, sage, thyme, rosemary, and cajun seasoning, and season with salt and pepper. Bring to a simmer and cook for about 30 minutes until the squash is soft.
Add in the mustard. Blend with a hand blender and taste for seasoning. Add more salt/pepper/mustard/herbs if needed. Add some water or more stock if it is too thick. Simmer another 10 minutes and blend again to make sure it is nice and smooth.
Slice the cheese into 8 squares. Cook the cheese on a grill pan or frying pan to brown and heat through.
To serve, warm up the chorizo, fill bowls with soup, top with some of the chorizo, and add a slice or two of the fried cheese.