Peel the outer skin from the onion, leaving the bottom side (the part with the roots that look like hair) intact.
Cut off the top 1/3 of the onion and discard.
(Ok, this is the hardest part. Let me know if you have a better method for cutting a core in the onion) Cut down from the top of the onion, all the way to the bottom, without slicing all of the way through the bottom of the onion.
Do this several more times until you can remove a core out of the center of the onion, leaving about a 1 inch hole through the center of the onion (see the photo above).
Slice from the center of the onion out to the edges, without cutting through the outside of the onion, several times. This will allow all of that delicious butter concoction to spread!
Crush the bouillon cube and then combine with the butter and Worcestershire sauce.
Tear off a sheet of aluminum foil large enough to completely seal the onion.
Wrap the onion in the foil, pour the butter mixture into the hole/core of the onion and then completely seal the onion in the aluminum foil.
Place the onion on a grill that has been preheated to medium high to high heat and grill for about 45 minutes to an hour (until it is tender).