Chop the bacon into a small dice and add to a non-stick skillet. Sauté until the bacon is crisp and the fat has rendered out. Use a slotted spoon to transfer the bacon bits to a paper towel-lined plate. Pour off and reserve the bacon fat for later.
Peel the onions and trim off the root end. Cut each onion into three thick slices and set aside. In a small bowl combine the balsamic vinegar, whisky, and honey. Whisk together until the honey is dissolved. Add the kosher salt and pepper.
Preheat the oven to 400°F. Spoon 3 tablespoons of bacon fat into the bottom of a 9x13-inch baking dish. Pour in the vinegar mixture. Scatter fresh thyme sprigs over the bottom of the baking dish. Arrange the onion slices in the baking dish in a single layer. It's ok if the onion slices don't all fit flat in the dish, simply let a few lean against the other slices until they soften enough to fit together. As the onions begin to cook, they will soften and shrink and you will be able to arrange them flat in the dish.
Cover with foil and roast the onions for 20 minutes. Check the onions, arranging the them if necessary to lay flat in the dish. Cover and continue roasting for another 20 minutes. Carefully flip the onions and continue roasting for another 15 to 20 minutes or until the onions are tender when pierced with a knife.
Crumble the blue cheese into a small bowl. Add the bacon and crumble into the cheese. When the onions are tender, remove the foil. Spoon the cheese and bacon mixture on top of each onion slice. Return to the oven for another 5 to 10 minutes until the cheese is melted and sauce has reduced.
Use a flipper to carefully transfer the onion slices to a serving platter. Garnish with more chopped fresh thyme and enjoy!
Notes
*To make this non-alcoholic, substitute with apple juice, or even water.**The rendered bacon fat can be substituted with another fat such as olive oil, melted butter, or other fat.