Cut unpeeled onion into halves lengthwise.
Brush onions with oil.
Place onion halves on 18 x18-inch piece of heavy-duty foil.
Season to taste with salt and pepper.
Place 1 teaspoon butter on each onion half.
Wrap loosely in foil; seal edges tightly.
Grill packet, on covered grill, over medium-hot briquets 20 minutes or until onions are tender, turning packet once.
Unwrap packet and serve onions in skins.