Build a medium-sized fire in the grill.
Pour the oil onto a flat plate or platter. Add a pinch of salt, mix, and place the onions on the oil. Roll them around so they are coated.
When the coals are red and dusted with ash, spread them in a tight, single layer; they need to emit concentrated heat. Place the grill over them.
When the grill is hot, place the onions on it, cover, and grill until they are golden, 4 to 5 minutes. Turn and repeat, testing them for tenderness, for a total grilling time of 8 to 10 minutes.
When the onions are tender, transfer them to a serving plate or platter. Season them with pepper, and they’re ready to go!