Add the cashews to a small bowl and cover them with boiling water. Allow them to soak while you cook the onions.
Heat a large pot of water while you cut off the root ends of each onion. Don’t peel them. When the water is boiling, add the onions and simmer for 3 minutes. Immediately remove them from the heat. Drain them and rinse them under cold water or place them in an ice bath.
Once the onions are cool enough to handle, take each onion, trim the tips off using kitchen shears and squeeze to pop off the skins.
Using your same saucepan, add 2 cups of vegetable broth and the peeled onions. Bring the broth to a boil and then reduce the heat to simmer. Cover the pot and cook the onions for 15-20 minutes until most of the broth is absorbed. It’s ok to leave a bit of broth in the bottom of the pan (up to ½ inch is fine). This will help the sauce to thin out a bit.
While the onions are simmering, drain and rinse the cashews and add them to a blender. Add 1 cup plant milk and 1 teaspoon of lemon juice. Blend until smooth. It should be the consistency of thick gravy.
Preheat the oven to 425 F. (200 C.)
When the onions are done simmering, turn off the heat. Add the cream sauce to the pan. Mix in 1 tablespoon of chopped chives, plus ½ teaspoon black pepper, and ¼ teaspoon of nutmeg (or a few grates of a whole nutmeg). Taste and adjust the seasoning and add salt if necessary.
Transfer the onions to a small baking dish (mine was 10 ½ x 7 inches). Top off ⅓ cup breadcrumbs, the rest of the chives, and a sprinkle of paprika if using.
Place the onions, uncovered, in the oven and bake for 10-15 minutes until it starts to bubble and the breadcrumbs are toasted.