1. Preheat the oven to 200C. Peel the onions and cut off the tops and tails. Cut each onion widthways into three slices about 2cm thick, and place on a baking tray. Brush with olive oil, sprinkle over a quarter-teaspoon of salt and some pepper, and roast for 20 minutes, until cooked and golden-brown on top. If they haven't taken on much colour, pop them under the grill for a few minutes. Set aside to cool slightly.
2. While the onions are cooking, put all the ingredients for the salsa in a small bowl, add a quarter-teaspoon of salt, stir and set aside.
3. To serve, put the rocket and parsley in a large bowl. Add the warm onions, the cheese and half the salsa, and toss gently – you don't want the onions to fall apart. Divide between four shallow bowls or plates and spoon over the remaining salsa.