Heat grill to medium-high. In a bowl, whisk together paprika, ground cumin, ground coriander, kosher salt, black pepper, dry mustard, cayenne and oregano and ancho chile powder.
Cut onions into 1/4-inch slices; brush both sides with oil. Rub one side of each slice with seasoning and place, rub-side down, on grill. Grill until golden brown, 2 to 3 minutes. Turn; grill until tender, 2 to 3 minutes more. Use any extra mixture on chicken.