Take the chorizo out of the casing and crumble it up.
Saute it with the onions, bell peppers and cilantro; drain off fat. Cool the mixture.
Put a mussel on one corner of a 6" x 6" square of filo; place a mound of Chorizo mixture on top and roll forward, tucking in the "wings" of the dough as you go.
Repeat with remaining mussels, mixture, and filo.
Place on a cookie sheet and drizzle with melted butter.