Cut 1/4-inch slice off top and bottom of each onion and discard. Cut onions in half crosswise. Arrange onions in single layer in shallow dish. Whisk Worcestershire, vinegar, soy sauce and oil in bowl. Pour over onions and let stand at room temperature 1 hour, basting occasionally.
Prepare barbecue (medium-high heat). Arrange onions on grill. Cover grill and cook onions until brown, basting occasionally, about 4 minutes per side. Using large spatula, transfer onions to platter. Season with pepper.
Recipe from the July 1992 issue of Bon Appetit.