Fold a 36x18-inch piece of heavy 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; seal with a double fold. Seal remaining edges with double folds to completely enclose the onions, leaving space for steam to build.
For a charcoal grill, place the packet on rack of covered grill directly over medium coals. Grill for 25 to 30 minutes or until onions are just tender; turn packet once or twice during cooking. (For a gas grill, preheat grill. Reduce heat to medium. Grill as above.)
In a large bowl combine crumbled blue cheese, cream cheese, Worcestershire sauce, pepper, and dillweed. Use a slotted spoon to add onions to the cheese mixture; toss to coat. Serve on grilled burgers topped with bacon, or with grilled steaks. Makes 8 servings.