Prepare barbecue (medium heat). Brush onions generously with barbecue sauce. Grill until onions are tender, brown and glazed, basting with barbecue sauce and turning occasionally, about 15 minutes. Sprinkle patties with salt and pepper. Grill patties until cooked through, about 5 minutes per side. Grill hamburger buns, cut side down, until lightly toasted, about 2 minutes. Place patties on bottom halves of buns. Top each with 1 onion slice, Roquefort Mayonnaise, then bun tops.