Step 1: Preheat to 375*, carefully place the onions into a parchment-lined baking dish. Be sure to not separate the onions.
Step 2: Drizzle with the olive oil and season with salt and pepper.
Step 3: While the onions are in the oven place the heavy cream and white wine into a saucepan on the stove. Heat until the cream begins to simmer, once it simmers around the edges completely, remove from the heat and set to the side.
Step 4: Remove the onions from the oven and carefully set them into a baking dish while continuing to keep the rings intact and together.
Step 4: Slowly pour the cream mixture over the onions and sprinkle with the parmesan cheese. Cover the baking dish tightly with foil and return to the oven.
Step 5: Bake for another 20 minutes, then remove the foil carefully and roast for another 5 minutes. Remove from the oven when the onions have begun to brown and caramelize.