Preheat the oven to 400 degrees F. Line a 9-by-13-inch baking dish with foil.
Peel the onions and cut them in half along the equator. Cut the bottoms slightly so that the onions can sit cut-side up steadily. Use a spoon or melon baller to scoop the centers out of the onions, leaving about 1/4-inch (or 1 layer of onion) as the shell and reserving the scooped flesh. (The onions should look like little bowls.) Place the hollowed-out onions in the baking dish. Drizzle the olive oil over them and sprinkle with about 1/2 teaspoon each salt and pepper. Roast the onions until they are soft and brown on the tops, about 30 minutes. Let rest until cool enough to handle. (Leave the oven on.)
Meanwhile, roughly chop the reserved onion flesh. Melt the butter in a large skillet over medium-high heat. Add the onions to the skillet and cook, stirring occasionally, until the onions start to brown, about 4 minutes. Sprinkle in 1/4 teaspoon each salt and pepper, or more if desired. Reduce the heat to medium and let the onions cook until they are very soft and brown, another 10 to 15 minutes. Pour 1/2 cup wine into the skillet and scrape up any brown bits. Let the wine cook out, then transfer the onions to a large bowl to cool slightly.
Add and combine the sausage with the caramelized onions. Mix in the panko, thyme, garlic, half the Parmesan, half the parsley and salt and pepper to taste.
Use a 1/2-cup ice cream scoop or measuring cup to add a heaping half cup of the sausage mixture to each roasted onion. They should be mounded; press everything in to keep it together. Pour the stock and remaining 1/2 cup wine into the bottom of the baking dish. Cover the dish with foil and bake for 15 minutes. Remove the onions from the oven, remove the foil, sprinkle the remaining Parmesan on the tops of the onions, then bake until the cheese is melted and browning and the sausage is browned, another 15 minutes. Remove from the oven, then sprinkle with the remaining parsley and serve warm.
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