Prepare the Onion

1. Peel the Onion: Start by cutting off the top of the onion, then peel off the skin. Leave the root end intact to keep the onion “bloomed” as it bakes.
2. Cut the Onion: Place the onion cut side down. Using a sharp knife, make four vertical cuts, about 1 inch apart, stopping just before the root. Then, turn the onion and make four more cuts in the opposite direction, creating a “bloom” effect. Gently separate the layers so the onion starts to open up.
3. Soak the Onion: To help the flour mixture stick, soak the cut onion in cold water for about 10-15 minutes. This step is optional but can help the layers open up more easily while baking.

Make the Coating

4. Prepare the Dry Ingredients: In a shallow bowl, whisk together the flour, paprika, garlic powder, salt, black pepper, and cayenne pepper (if using). This will be your dry coating.
5. Make the Wet Mix: In another bowl, whisk together the buttermilk (or regular milk) and egg. This will help the flour mixture stick to the onion.

Coat the Onion

6. Coat the Onion: Carefully dip the onion into the wet mixture, making sure to coat the inside layers well. Then, gently dip it into the dry flour mixture, ensuring that all the layers are well coated. You can repeat the process if needed for extra crunch.

Bake the Onion

7. Prepare the Baking Sheet: Place a rack on a baking sheet, and lightly grease it with olive oil or cooking spray. This will allow the air to circulate around the onion, helping it crisp up as it bakes.
8. Place the Onion on the Rack: Place the coated onion on the rack, root side down. Lightly spray the top with olive oil or cooking spray.
9. Bake: Bake the onion at 400°F (200°C) for 20-25 minutes, or until it’s golden and crispy. Check occasionally to make sure the layers aren’t burning. If the onion isn’t crispy enough, you can broil it for an additional 2-3 minutes at the end.

Make the Dipping Sauce

10. Prepare the Sauce: While the onion is baking, mix together all of the dipping sauce ingredients in a small bowl. Taste and adjust the seasoning, adding more horseradish or Worcestershire sauce if desired. Chill the sauce in the fridge while the onion bakes.

Serve and Enjoy

11. Serve: Once the onion is golden and crispy, remove it from the oven and allow it to cool for a minute or two. Serve it on a platter with the dipping sauce on the side.