Whole onion.
Cut onion in half. Pull out part of the center. Insert large pat of butter. Spices. Worchestershire. Reinsert center part. Wrap each half in foil and put it somewhere indirect or in one of those hanging baskets when you start the grill, then take it off after you pull your steaks. Great cut up and put on top of the steak, or on its own. If you can find an elite onion (vadalia, etc) its better, but a typical white/yellow/red onion tastes pretty good as well.