Preheat the oven to 375 degrees F.
Mix together the soy sauce, Worcestershire sauce and lime juice in a large bowl. Peel and quarter the onions, leaving the root- end intact so the onions don't fall apart while cooking.
Cut six 6-inch squares of aluminum foil. Put 1 piece of foil on a medium bowl and top with another piece of foil for double-wrapping. Place 2 chiles in the center of each piece of foil and top each chile with the cut onion. Fold up the foil of each packet to form a cup. Pour 1/3 of marinade on top of onions and chiles. Enclose the onions tightly with foil and transfer to a rimmed baking sheet, making sure the opening is on the top. Repeat with the remaining onions, chiles and marinade.
Roast until the onions are caramelized and the chiles are tender, 45 minutes to 1 hour. Let cool for 10 minutes. Open the packages slightly before serving.