Mix 1/4 cup of the blue cheese, cream cheese and cream in small bowl until well blended. Cover. Refrigerate until ready to serve. Mix ground beef, remaining 1/4 cup blue cheese, rosemary and sea salt in medium bowl until well blended. Shape into 4 patties. Brush onion with oil.
Grill over medium heat 4 to 6 minutes per side or until burgers are cooked through (internal temperature of 160°F). Grill onions 3 to 4 minutes per side or until browned. Toss grilled onions with balsamic vinegar, honey and pepper.
Serve burgers on rolls with grilled onions and blue cheese mixture.