1. In a large nonstick skillet, heat oil over medium. Add onions, sugar, salt, and pepper. Cook, partially covered and stirring occasionally until deep golden and tender (about 25 minutes). Reserve 1 tablespoon onions; set aside. Allow caramelized onions to cool; coarsely chop.
2. In a medium bowl, combine chopped onions with yogurt, nutmeg, vinegar, and Worcestershire. Top with reserved onions.