1.  Preheat oven to 375 degrees and lightly spray a large cookie sheet with sides (jelly roll pan).  Peel the onions and slice them into 1/4 inch slices, keeping the rings intact.  Lay them on the cookie sheet and drizzle with olive oil, then salt and pepper.  Roast uncovered in the oven for 15 minutes.
2.  Remove the onions from the oven.  Raise the oven temperature to 450 degrees.  Transfer onions to a baking dish that has been sprayed with nonstick spray.  You may have to slightly overlap the onions to make them all fit. Pour the cream over the top of the onions then generously sprinkle with the fresh parmesan cheese.
4.  Cover with foil and return to the oven for another 20 minutes.  Remove the foil and allow the onions to brown for about 10-15 minutes more.