Cut the red onions into 1-cm (1/2-inch) slices. Thread metal skewers or wooden skewers that have been soaked in water for 30 minutes through the slices. Brush with oil and sprinkle with fresh thyme. Season with salt and pepper. Over medium-hot coals or on the gas grill set to medium, grill until the onion pieces are soft, about 10 minutes. Remove the onion pieces from the skewers and serve.
