Heat an oiled, well seasoned, ridged grill pan over moderately high heat until hot but not smoking and grill onion slices, turning, until golden, about 2 minutes each side. Transfer onions to a plate and season with salt and pepper.
Preheat oven to 350 degrees.
Have ready in 3 separate shallow bowls, seasoned flour, egg, and cornmeal. Dredge mushrooms in flour, shaking off excess, and coat with egg, letting excess drip off. Dredge mushrooms in cornmeal, shaking off excess. In a 10-inch heavy skillet heat oil over moderately high heat until hot but not smoking and saute mushrooms, turning, until golden, about 2 minutes each side. Transfer mushrooms as cooked to a baking sheet, stem sides up.
Spread about 1/4 cup spaghetti sauce on each mushroom and divide Fontina, and onion among mushrooms. Sprinkle Pecorino Romano on top of "pizzas" and bake in middle of oven 7 to 8 minutes, or until cheeses are melted. Spread about 3 tablespoons warm sauce on each 2 plates and top with a "pizza". Garnish "pizzas" with additional Pecorino and serve.