Bacon grease or lard will work best.  Add a little sugar once they turn golden and they will carmelize even more. If you season with salt they will sweat too much. Never add water to grilled onions as you are trying to remove the water. Steamed onions taste totally different than grilled. Grill them until golden in color then move to the cool side of grill. If you grill hamburgers also use the rendered beef fat on the griddle. Try mixing some finely chopped Jalapenos in with the onions and carmelize them together….Russ