Heat 1 tablespoon oil in a large nonstick skillet over medium heat. Add 4 mushrooms, gill-side down. Place a heavy, heatproof plate on top and cook until the breadcrumbs are crispy, pressing on the plate periodically to flatten the mushrooms, about 4 minutes. Remove the plate; add 1 tablespoon oil to the pan and turn the mushrooms over. Replace the plate and cook, pressing once or twice, until the breadcrumbs are golden brown and the mushrooms are tender, about 4 minutes more. Transfer to a baking sheet and keep warm in the oven. Wipe out the pan and repeat with the remaining 4 mushrooms and 2 tablespoons oil, reducing the heat if necessary. Serve with the onions and blue cheese.