Peel onions; cut almost through each onion forming 8 wedges. Tear off four 24x18-inch pieces of heavy foil. Fold each in half crosswise. Trim to make 12-inch squares. Place an onion in the center of each foil square. Stir together margarine or butter, mustard, and hot pepper sauce. Drizzle mixture over onions. Sprinkle with brown sugar. Bring up two opposite edges of each foil square and seal with double fold. Then fold remaining ends to completely enclose each onion, leaving space for steam to build.
Arrange preheated coals around drip pan in a covered grill. Test for medium heat above pan. Place foil packets on grill over drip pan. Cover and grill for 25 minutes or until onions are nearly tender. Make a 2-inch opening in the top of each packet. Cover and grill for 10 minutes more or until onions are lightly browned. Sprinkle with pepper. Makes 4 servings.