Chinese XO sauce substitute?
You can roll your own XO sauce by stir frying (of couse, everything chopped) shallots, chili peppers, garlic, Jinhua ham, dried shrimps, dried scallops (conpoy), and cooking Shaoxing wine, approximately in this order.

A good alternative to Jinhua ham would be Spanish jamón serrano (or ibérico), or essentially any dry cured ham. If you don't have dried shrimps and scallops, anchovy paste plus fish sauce will work fine. The standard substitute for Shaoxing wine is dry white sherry, but Japanese cooking wine will work too.

XO sauce is fascinating and one of its charms is that the recipe is extremely flexible, so enjoy experimenting!