1. Peel the onions, but remove as little of the bottom of each onion as possible, as this will hold the onion together. First cut a cross in the onion, i.e. without completely quartering it. Then make another 2-3 cuts in each quarter section of the onion.
2. Season the flour with salt and pepper. Beat the eggs and the milk together.
3. Carefully turn the onions in the flour, ensuring that the flour gets right down into the cuts. Shake off any surplus flour. Now turn the onions in the egg mixture, ensuring they are well coated, before finally turning in the flour again.
4. Heat the oil in a high-sided pot. Carefully lower the onions into the oil, with the cuts facing downwards. Turn after about 2 minutes. Deep-fry for another 7-8 minutes until the onion starts to turn brown and crispy. Remove the onions from the oil, allowing any surplus cooking oil to drain off. Place the deep-fried onions on kitchen paper and sprinkle with salt.
5. Melt the butter and stir in the flour. Add the milk a little at a time until you have a very thick white sauce. Allow it to cook for a few minutes. Grate the cheese, and add to the sauce. Let the cheese melt, and finally add the chipotle and whiz with an immersion blender until there are no more lumps. Season to taste with salt and pepper. Serve immediately.