Of course, you can just make one sauce, but the combination of the piquant salsa vinagreta with the smooth tomato salmorejo works well. We've used a ring loaf from a Spanish delicatessen, but you can use any long roll. Go for soft rolls with a crunchy crust, rather than chewy ones.
Note Fresh smoked chorizo are available from Spanish delicatessens. If unavailable, substitute regular fresh chorizo, but you may need to adjust cooking times.