Cook the sweet potatoes about 25 to 30 minutes or until soft.
Heat the oil over medium heat in a pan, add the onions and cook until the onions are soft, about 5 minutes. Add the crumbled chorizo and cook for about 5 minutes more. Set aside.
Mash the sweet potatoes and add the chorizo mixture, egg and salt to your taste.
Cover the sweet potatoes and let sit at room temperature for about 30 minutes. Make small balls with the sweet potato mixture. Make a hole in the middle of each ball and insert a piece of cheese.
Shape the dough into thick cakes and cover them with bread crumbs. Line a baking sheet with parchment paper and grease with cooking spray. Preheat the oven to 400 F.
Place the cakes in a single layer on prepared baking sheet. Spray thoroughly with cooking spray. Bake 5-8 minutes, then turn and cook another 5-8 minutes on other side until golden and crispy.
To make the cilantro sauce: place all the ingredients in the blender or the food processor and mix until well combined.