Preheat the oven to 425 degrees F.
Cut barely a sliver off the bottom of each onion so they'll sit without rolling over. Pierce them in a few places with a sharp knife so they won't burst during cooking. Make 4 mounds of coarse salt in a baking dish, and nest an onion in each. Bake the onions 15 minutes. Lower the heat to 325 degrees F and continue baking until the insides are almost applesauce soft, about 1 1/2 hours, depending on the size of the onions.
To make the dressing: Whisk together the yolk*, garlic, and vinegar, and season with salt, and black pepper. Beat in the oil, drop by drop, to make a thick dressing. Taste, and add lemon juice, if needed. Check the salt and pepper. Stir through the herbs. Cover the vinaigrette, and refrigerate until ready to serve.
To serve, set the onions on serving plates (leaving the salt mounds behind). Slit the onions open with a sharp knife, and spoon some vinaigrette into each until it starts bubbling up and out onto the plate. Serve the onions immediately.
Raw Egg WarningFood Network Kitchens suggest caution in consuming raw and lightly-cooked eggs due to the slight risk of Salmonella or other food-borne illness. To reduce this risk, we recommend you use only fresh, properly-refrigerated, clean, grade A or AA eggs with intact shells, and avoid contact between the yolks or whites and the shell.