Preheat the oven to 325 degrees F (165 degrees C). Place cauliflower florets in a microwave-safe bowl. Cook in the microwave oven for 10 minutes. While cauliflower cooks, heat coconut oil in a pan over medium heat. Add chorizo, mushrooms, and onion; cook and stir until tender, 5 to 7 minutes. Transfer to a baking dish. Stir butter, cream, Cheddar cheese, and Parmesan cheese into the cauliflower, in that order. Mix in hot sauce. Transfer mixture to the baking dish with the chorizo mixture. Bake in the preheated oven until bubbly, 15 to 20 minutes.