Heat a large skillet over medium-high heat. Cook and stir chorizo in the hot skillet until browned and crumbly, 5 to 7 minutes. Drain and discard grease.
While the chorizo is cooking, spray a large skillet with cooking spray and place over medium heat. Add onion, bell pepper, and jalapeno; cook, stirring occasionally, until lightly browned, 5 to 7 minutes.
Beat eggs, milk, and salt together in a large bowl. Pour into the skillet with the vegetables and cook until eggs are set, about 5 minutes. Mix in chorizo and remove from the heat.
Lay warmed tortillas flat and spoon chorizo-egg mixture into the middle. Add cheese and roll into a burrito.
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