Preheat the oven to 350°. Using a paring knife, trim the bottoms of the onions and stand them in a baking dish. Bake for about 1 hour and 30 minutes, until very soft. Let cool.
Using a paring knife, carefully cut 1/2 inch off the top of the onions. Using a small spoon, scoop out all but 2 or 3 layers of the roasted onions to form cups; you should have 21/2 cups of pulp. Finely chop the onion pulp and transfer to a medium bowl. Stir in the mayonnaise, sour cream and onion powder and season the dip generously with salt and pepper. Cover and refrigerate until chilled, about 30 minutes. Keep the onion cups at room temperature.
Spoon the onion dip into the onion cups and transfer to a platter. Top the dip with salmon, trout and sturgeon caviar and garnish with fennel fronds. Serve with Herbed Potato Chips.
The onion cups and onion dip can be refrigerated separately overnight. Let the onion cups return to room temperature before filling them.
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