Slice the top off of the onions and a small part of the bottom so that it sits flat. Put onions on a baking sheet and drizzle each with olive oil. Season with salt and pepper, and place in the oven. Bake for 45 minutes to 1 hour or until the onions are tender. Remove and let cool.
In a small saute pan over medium-high heat, reduce the cream until it coats the back of a spoon. Season with salt and pepper and set aside.
Remove the skin from the onion and poke a small piece of the center out of the onion. Chop the small piece finely and add it into the cream. Fill the center of the onions with 8 ounces of the Kasseri and place back in the oven to reheat for 5 minutes.
Remove the onions from the pan with a spatula and place on a serving plate. Reheat the cream slightly, about 1 minute and spoon over the onions. Top with the remaining Kasseri.