Step 1: Slice the root and stem ends off the onions. Cut each onion in half lengthwise and remove the papery outer skin and any blemished layers. Separate the onions into layers, keeping the matched pairs together. Reserve the three largest pairs from each onion. Save the remaining onion for another use.
Step 2: In a large mixing bowl, gently combine the ground beef, sausage, garlic, egg, bread crumbs, cheese, fresh herbs, oregano, salt, and pepper.
Step 3: Assemble the onion bombs: Place two matching onion layers on your work surface, rounded side down. Mound a portion of the meat mixture (3 to 4 ounces, depending on the size of the onion) in one half. Top with the matching half. (The meat should fill the rejoined onion halves.) Wrap each onion bomb in three slices of bacon, securing with toothpicks. Repeat until you have six onion bombs.
Step 4: Set up your charcoal or gas grill for indirect grilling and heat to 350 degrees. Brush and oil the grill grate. Arrange the onion bombs over the unlit portion of the grill away from direct heat. (Use grill rings or rings of crumpled aluminum foil to hold the onion bombs upright.) If using a charcoal grill, add a handful of wood chips or a chunk of hardwood to each pile of coals. If using a gas grill, put the wood chips in a smoker box or make a foil smoker pouch and place under the grill grate. Close the grill lid.
Step 5: Smoke-roast the onion bombs until the bacon is crisp and the center of the meat is 160 degrees when read on an instant-read meat thermometer, 45 to 60 minutes. If desired, brush the onion bombs with barbecue sauce during the last 10 minutes. Transfer to plates or a platter. Let rest for 5 minutes before serving.