Heat the oil in cast iron skillet over medium high heat. Add the onions and sugar and toss to coat. Cook for 10 minutes, tossing occasionally, until they start to brown. Add the vinegar, salt, and pepper and toss well.
Place the pan in the oven and roast for 15 to 30 minutes, depending on the size of the onions, until they are tender. Season, to taste and serve hot.