Preheat oven to 350°F.
Pound the meat very thin and dress with a drizzle of olive oil, salt, pepper and garlic. Top with lots of parsley, evenly covering the meat. Top parsley with a layer of grated chorizo and then cover chorizo with cheese. Roll meat tightly and tie in 2 places tightly with string. Cut each steak into 2 pinwheels.
Heat a cast-iron skillet over medium-high heat. Add a drizzle of olive oil and brown pinwheels on each side. Add lemon to pan and transfer skillet to oven; roast 10 minutes. Douse pinwheels with lemon juice and serve.