What you need:
1 Tbs. plain (unflavored, unsweetened) yogurt
1 Tbs. milk
1/2 tsp salt (or more to taste)
1/3 cup polenta (aka corn grits)
Preheat the oven to 350 degrees. Whisk the yogurt and milk together. Stir the salt and polenta together in a small bowl. Peel the outer layer off the onion and slice. Separate rings and dip them one at a time into the milk mixture and then the polenta. Place on greased baking sheet.
Bake at 350 for 10 minutes, flip, and bake for another 10 minutes. Then leave the tray in the oven and turn the dial to "broil" for 5 minutes. Remove when crispy with browned edges.
Edited to add:
I also used this technique with okra a week later. It worked so well!