Preheat your grill on MEDIUM-HIGH to roughly 425F (218C). Place a a deep skillet or small pot directly on the cooking grids and add the butter and onions to the pan, cook the onions (with the grill lid closed) until they start to caramelize then add the cubed chorizo, garlic and orange zest. Saute for several minutes until the chorizo and onions brown.
Add the mussels, clams and pour the coconut milk, beer and freshly squeezed orange juice over them, bring to a boil. Cover with a lid and let stand for 10 minutes. Stir and add parsley, then let stand until the mussels open. Discard any mussels which failed to open.
Arrange cooked mussels in large serving bowl, pour remaining sauce over mussels and serve with grilled bread for dipping. Squeeze lemon juice over top as consumed.
