Keeping root ends intact so that pieces will hold together, peel and quarter onions. Heat oil in a large skillet over medium-high heat.
Add onions, cut side down, sprinkle with ¼ teaspoon salt, and reduce heat to medium. Cook until cut sides are golden, about 4 minutes per side.
Add orange juice, lemon juice, and bay leaf; reduce heat to low and simmer until juices are thickened and almost completely reduced to a glaze, about 30 minutes. Sprinkle with chile pepper and a little more salt, and serve warm.