Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

Peel the yellow onion, trim the top, and make vertical cuts spaced half an inch apart, keeping the root intact.

In a bowl, combine all-purpose flour, paprika, garlic powder, cayenne pepper, salt, and black pepper.

In another bowl, whisk together milk and an egg until smooth.

Dip the onion into the milk-egg mixture, then dredge in the flour mixture, ensuring all petals are coated.

Place coated onion on the baking sheet and drizzle with olive oil.

Bake for 30-40 minutes until golden brown and crispy, checking for tenderness.

Mix mayonnaise, ketchup, horseradish, and additional spices in a bowl for the dipping sauce.

Let the onion cool slightly and serve warm with the dipping sauce.