Chipotle Chillies in Adobo - La Costena at MexGrocer.co.uk, Online Grocery Store for Authentic Mexican food & Chillies - Chiles Chipotles in a red odobo sauce. Chipotles date back to region that is now northern Mexico City, prior to the Aztec civilization. It is conjectured that the Aztecs smoked the chilies because the thick, fleshy, jalapeno was difficult to dry and prone to rot. The Aztecs used the same "smoke drying" process for the chilies as they used for drying meats. This smoking allowed the chilies to be stored for a substantial period of time.