Preheat the oven to a temperature of 375°F (190°C).

Arrange the onion slices on a baking sheet lined with parchment paper, ensuring that the rings remain intact. Evenly drizzle the olive oil over the onions and season them with salt and pepper. Place the baking sheet in the preheated oven and allow the onions to roast for a duration of 15 minutes.

Concurrently, in a small saucepan, combine the heavy cream and white wine. Place the saucepan over medium heat and let the mixture simmer until bubbles appear around the edges. Once this is achieved, remove the saucepan from the heat and set aside.

After the onions have roasted for the aforementioned duration, remove them from the oven. Adjust the oven's temperature setting to 450°F (232°C).

Transfer the roasted onions to a shallow baking dish, ensuring that the rings are still intact. Pour the previously prepared cream and wine mixture evenly over the onions. Subsequently, sprinkle the grated Parmesan cheese atop each onion slice.

Cover the baking dish with aluminum foil and place it back into the oven. Allow the onions to bake for an additional 20 minutes. After this period, remove the aluminum foil and continue baking for another 5 minutes, or until the onions attain a brown and caramelized appearance.