Cut off the ends of the onions and peel them. Cut the onions in half and set the outer 2 layers of each half aside for later. Dice the rest of the onions.
Mix the ground beef with the finely diced onions, parsley, ketchup, BBQ sauce, Worcestershire sauce, brown sugar, bread crumbs, finely diced chili peppers, and diced mushrooms.
Form 4 balls out of the ground beef mixture. Press one cheese cube into each ball and press the ground beef mass together to completely enclose the cheese.
Cover each ground beef ball with 2 onion halves.
Wrap 4 slices of bacon around each stuffed onion.
Brush BBQ sauce over the bacon-wrapped stuffed onions and grill them over medium heat for 15-20 minutes until crispy and golden brown.