Heat oven to 400 degrees F. Coat a baking sheet with nonstick cooking spray.
In small skillet, over medium-high heat, heat oil. Add onion; sauté 5 minutes or until translucent. Remove from heat; add black pepper.
Set aside 1 tablespoon Parmesan cheese for top. Place remaining Parmesan in large bowl with biscuit baking mix. In small bowl, with fork, beat egg with 1/3 cup heavy cream until blended. Stir onion and egg mixtures into dry mixture until soft dough forms.
Knead 10 times; shape into a ball. Place on prepared baking sheet; pat into 8-inch round. Cut into 8 wedges but do not separate. Brush top with remaining 1 tablespoon heavy cream; sprinkle with reserved Parmesan cheese.
Bake at 400 degrees F for 15 minutes or until golden. Cut through wedges; separate. Serve warm or at room temperature. Makes 8 servings.