Did anyone ever read this? It's about a Mexican and his sidekick, and I figure they ride burros from the title. The main character is fat and gets mad at windmills at some point.
... and it's spelled Donquixote. Donquixote is a relative of the Peyote plant, but has a much more powerful hallucinogenic factor, and as well it produces much longer erections in mice in Northern Canada.
There was a film made with that title, but it was a Hispanic version of "Fear and Loathing in Las Vegas", based in Tijuana.