Cut a slice off the bottoms and tops of onions and remove outer skin layer.

Place on a cutting board and slice partially into 1/8s, not cutting all the way through the bottom.  This insures the onion keeps its shaped during cooking.

Place each onion on a square of foil and drizzle liberally with olive oil.

Top with an chunk of bleu cheese if desired.  Season well and bring corners up and twist to seal, forming a "package."  Bake on a baking sheet for 1 hour at 350.