Heat oven to 450° F. Place the squash halves cut-side down in a baking dish, add ¼ inch water, cover with foil, and bake until tender, 25 to 30 minutes.
Meanwhile, cook the bulgur according to the package directions. In a medium bowl, combine the bulgur, manchego, chorizo, parsley, 1 tablespoon of the oil, and ¼ teaspoon each salt and pepper.
Turn the squash halves cut-side up and, dividing evenly, fill with the bulgur mixture. Bake until the filling is warmed through and the manchego is melted, 8 to 10 minutes.
In a large bowl, whisk together the vinegar, the remaining 2 tablespoons of oil, and ¼ teaspoon each salt and pepper. Add the lettuce and toss to combine. Serve with the squash.