Fold a 36x18-inch piece of heavy-duty foil in half to make an 18-inch square. Place onion slices in center of foil. Dot with butter. Bring up opposite edges of the foil and seal with a double fold. Fold remaining edges together to completely enclose the onions, leaving space for steam to build.
For a charcoal grill, grill packet on the rack of an uncovered grill directly over medium heat for 25 to 30 minutes or until onions are just tender, turning packet once or twice during cooking.
Meanwhile, in a bowl, combine ground beef, salt, and pepper. Shape into eight 3/4-inch-thick patties. Place patties on grill rack. Grill for 14 to 18 minutes or until burgers are done (160 degrees F), turning once halfway through grilling. (For a gas grill, preheat grill. Reduce heat to medium. Place onion packets, then patties on grill rack over heat. Cover; grill as above.)
In a large bowl, combine blue cheese, cream cheese, Worcestershire sauce, pepper, and dill weed. Use a slotted spoon to add the grilled onions to the cheese mixture; toss to coat. Spoon mixture over grilled burgers in hamburger buns. Makes 8 burgers