Lay the onion cut-side-down, root side up.
Place your knife point about ¼-inch from the root and slice down. Rotate the onion and continue making slices every ¼ to ½ inch.
Turn the onion over and gently separate the petals.
In a deep bowl large enough to fit the onion, combine the BBQ sauce and beaten egg. Dip the onion into the sauce, working the sauce onto every petal.
Heat the grill to 400 degrees. Place the skillets on the grill and cook with the lid closed for 30 minutes.
Vidalia onions work really well with this recipe because they're nice a sweet.
If the tips of the onions start to burn, you can cover the onions with a loose piece of foil.