Trim the ends off of the onions, and peel. Using a melon baller or small spoon, scoop out the inside of the onion to create a cavity. (Be careful not to dig all the way through the bottom).

In a small bowl mix together butter, cheese, bacon, and thyme. Season lightly with salt and pepper. (Blue cheese is a bit salty so go easy).

Using a spatula or small spoon, stuff the mixture into the onions, completely filling the center.

Place each onion on a square of aluminum foil. Draw foil up to create a sealed pouch. (Keep the foil from touching the sides of the onion, and make sure the top is sealed to hold in steam).

Heat your grill on high. Reduce heat to medium low and place the foil pouches directly over the heat. Close the lid of the grill and cook for 30 - 40 minutes. (Cooking time will vary upon size of onions). Resist the temptation to open the grill and the pouches.

Remove from grill and allow to stand for a full 5 minutes before opening the pouches. (Caution, the steam from the pouches will be hot).

Using tongs or a spoon carefully transfer the onion onto a plate or bowl. Use a spoon to drizzle any remaining butter from the bottom of the pouch over the onion.