Are the sonic the hedgehog characters voicing auditions and recording booths are held at San Diego

No

If you are talking about the meme, those are just people posting youtube videos they've made at home.

If you are talking about auditioning for one of the many fan-made movies; again these are mostly videos created at home and than submitted to one of the many people creating fan-made movies.

If you are talking about actually auditioning for a part in the video game produced by Sega; they have offices all over the world but their headquarters in the US is Sega of America in San Franciso. As to whether or not they are even holding auditions you would need to contact their human resources department; they rarely hold open auditions but you can always submit a resume.