Cook the bacon over medium heat in a medium skillet until crispy, about 12 minutes. Transfer to a paper towel-lined plate. To the drippings add the sliced onions and toss well. Cook until deep brown and well caramelised, stirring occasionally, another 25 minutes. Season with 1/4 teaspoon each salt and pepper.
Meanwhile, in a small bowl stir together the cheese, vinegar and oil. The dressing will be chunky and not completely emulsified. Place the endive leaves in a large serving bowl and crumble the bacon over it. When the onions are done and still warm, sprinkle over the endives along with the dressing. Toss well just before serving and season to taste with salt and pepper.