Heat the oven to 425°F/220°C. 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 four mounds of sea salt in a baking dish and nest an onion in each. Bake 15 minutes. Lower the heat to 325°F/160°C and continue baking until the insides are almost applesauce soft, about 1-1/2 hours, depending on the size of the onions.
Make the dressing: Whisk together the yolk, garlic and vinegar. Season. 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 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 sauce into each until it starts bubbling up and out onto the plate. Serve.