Combine all the ingredients for the dipping sauce and set aside.

Beat the egg and combine it with the milk in a medium bowl big enough to hold the onion.

In another bowl, combine the flour, salt, peppers, oregano, thyme, and cumin.

Cut the end of the onion on one side. Keep it on on the other side that will keep the onion "whole". Remove the papery skin. Slice the onion till you got 16 sections. Don't cut all the way down and pull the petals back some.

Submerge the onion in the milk mixture, and then coat it with the dry ingredients. Again separate the "petals" and sprinkle the dry coating between them. Once you're sure the onion is well-coated, dip it back into the wet mixture and into the dry coating again. This double dipping makes sure you have a well- coated onion because some of the coating tends to wash off when you fry. Let the onion rest in the refrigerator for at least 15 minutes while you get the oil ready.

Heat oil in a deep fryer or deep pot to 350 degrees. Make sure you use enough oil to completely cover the onion when it fries. Fry the onion right side up in the oil for 10 minutes or until it turns brown.

When the onion has browned, remove it from the oil and let it drain on a rack or paper towels.

Open the onion wider from the center so that you can put a small dish of the dipping sauce in the center.