Coat the onions lightly with oil, and roast them at 400º F in a skillet or roasting pan that fits them snugly for about 45 minutes, or until they are very dark on the outside and molten soft on the inside—the insides should not have taken on any color. Let cool.
Once they have cooled, Remove the peels, and add the onions into a blender. Blend until very smooth, about 3 to 5 minutes. Finish by adding salt, freshly squeezed lemon juice, and olive oil to taste, then blend 20 to 30 seconds more. Adjust seasoning if necessary.
Use as you would cream to finish a dish.
To store: Keep in the fridge for up to 3 days, or freeze for up to two weeks. In either case, blend for 20 to 30 seconds to reincorporate just before serving.