Preheat oven to 180C. Trim onion bases with a sharp knife, then cut a cross about two-thirds of the way into top of each onion. Place speck slice in each, transfer to a small roasting pan, season to taste, scatter with thyme leaves, drizzle with olive oil and roast until very tender (1 hour 45 minutes-2 hours). Serve onions in skins with roast loin of Wessex saddleback.
Note Speck is salt-cured, smoked boned pork leg. You can substitute prosciutto or flat pancetta.