Step 1: Set up the grill for direct grilling and preheat to medium-high.
Step 2: Slice the onion crosswise into 1/2-inch slices. Push bamboo skewers through the sides of the slices to hold the rings together while grilling. Brush on both sides with melted butter, then season with salt and pepper.
Step 3: When ready to cook, brush and oil the grill grate. Arrange the skewered onions directly on the grill grate. Grill until softened and darkly browned, turning once, 4 to 8 minutes per side, basting once or twice with the remaining melted butter. Let the onions cool completely. Remove the skewers and dice the onions.
Step 4: Meanwhile, place the cream cheese in a mixing bowl and whisk in the mayonnaise followed by the sour cream and cheese. Stir in the onions and additional salt and pepper to taste. Serve with homemade potato chips, pita chips, or slices of grilled baguette.