Peel and quarter the onions and place in a non-reactive bowl. Add olive oil and season with salt and pepper. Spread on a sheet pan and roast in the oven until tender. Flip the pieces over in the pan so they brown evenly.
Remove from the oven and let cool to room temperature.
Chop the onions fine and place in a non-reactive bowl. Add the sour cream, buttermilk, lemon juice and vinegar. Mix together and season with salt and pepper to taste. Hold in refrigerator.