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Heat the oven to 425.
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Slice off the top quarter of the onions.
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Peel them and trim the bottoms just enough to make them sit flat.
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Heat the oil in a heavy-based ovenproof skillet until hot.
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Put the onions, cut side down, into the pan and cook just the cut side until well browned, about 5 minutes.
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Take the pan off the heat.
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Turn the onions cut side up and pour the wine over them.
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Sprinkle them with salt and pepper.
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Add the thyme sprigs to the pan and bake the onions until just tender when poked with a knife, about 1 hour.
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Remove the onions from the skillet (reserving the liquid in the pan) and let them cool slightly.
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With a spoon, scoop out the inside of each onion, leaving a rim 1/4 to 1/2" thick (about 2 layers of onions).
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Chop enough of the scooped-out onion to make about 1/3°C.
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In a medium bowl, mix the chopped onion with the breadcrumbs, Parmesan prosciutto, cream, chopped thyme, and parsley.
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Season with salt and pepper.
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Divide the filling among the hollowed onions, return the onions to the skillet with the liquid, and put the skillet back in the oven.
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Bake until the onions are very tender and the filling is hot, about 20 minutes.
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Serve with some of the pan juices spooned over the onions.