In order to easily peel the cipollini onions, blanch them for 2 minutes in about 2 cups boiling water. Slip off the skins and remove the roots. Heat the olive oil in a medium saute pan over medium heat and saute the cipollini onions until they begin to soften and turn translucent. Deglaze the pan with the balsamic vinegar and reduce until the liquid is almost all gone. Set aside briefly.
Heat grill. In a mixing bowl combine egg, Smokey Rotisserie seasoning and onion and stir in beef, mixing well. Add crumbled bleu cheese and mix just enough to uniformly distribute without breaking up the cheese too much. Form into 8 small patties, about 2 ounces each. Grill both sides, transfer to potato rolls (which can be very briefly pre-toasted cut side down on the grill if you like), and garnish each with 3 cipollini onions.