they go very well in a stew/casserole - saves time on peeling those little shallots/small onions, put them in half way through though since they're already soft. Try and use the sweet ones.
Nice in cheesy mash too - either cut into quarters or break up and stir into the hot mashed potato & cheese mixture. Sprinkle cheese on top & bake.
in terry pratchetts latest book the cook makes amazing pork pies with pickled onions in them ..... but it is a comedy (oh and the secret chill the pickled onions so they don;t go soft and stay crunchy)