Preheat a grill to high. In a medium skillet, cook the bacon, stirring frequently, over medium heat until crisp, about 5 minutes. Lower the heat to low, add 2 tablespoons olive oil and the onion and cook until softened, about 5 minutes. Stir in the vinegar.
Brush the cut sides of the lettuce halves with the remaining 2 tablespoons olive oil and grill cut side down until seared, about 1 minute. Serve the lettuce cut side up. Top with the bacon dressing, blue cheese and pepper.