I slice them about 1/2-inch thick, brush with olive oil and S&P and grill them right on the grate. I bought some onion skewers a few years ago - they're about the thickness of toothpicks but made of metal. So I run them through the onions to keep the slices together as they cook. We also have a grill wok, so sometimes we stir-fry several veggies together - zucchini, summer squash, bell peppers, green beans, etc. Other times, we grill other veggies along with the onions and serve them together sprinkled with fresh parsley and/or other herbs I've used in the main dish.