1. Peel onions; trim tops. Trim root ends if needed for onions to sit flat.
2. Set each onion on its root end. From top, cut through middle of each onion to 1/2 inch from bottom. Repeat cuts 1/2 to 3/4 inch apart to make 10 or 12 attached wedges on each onion.
3. Set onions, cuts up, in a 9- by 13-inch pan. Drizzle evenly with oil, then sprinkle lightly with salt, pepper, and cayenne.
4. Bake, covered, in a 400° oven until onions are very tender when pierced in center, about 1 hour.
5. Uncover. Sprinkle onions evenly with vinegar, nuts, and chives, and bake until onion tips are lightly browned, 10 to 15 minutes longer. Serve hot or warm, spooning pan juices over onions.