In a large non-stick pan, melt 1 tablespoon of the butter in the oil. Add the sliced onion, cover and cook over medium heat, until softened, about 5 minutes.
Uncover, add sherry and cook onions over medium low heat, stirring occasionally, until the onion is tender and caramelized, about 25 more minutes. Season the caramelized onions with salt and pepper.
In a small mixing bowl add mustard, Gruyere, cheddar and cream cheese. Mix with a spatula until fully combined.
Spread the sourdough bread slices with mayonnaise and arrange, mayo side down on your kitchen counter.
Spread cheese mixture on each slice of sourdough bread. Top one slice with the fried onion and pickles. Close the two bread slices onto each other to make sandwiches.
Preheat a panini press. Grill the Gruyere Grilled Cheese sandwiches over low heat until the bread is toasted and the cheese is melted, 10 minutes.
Cut Crispy Grilled Cheese Sandwiches in half and serve with crunchy pickles, chips and a bowl of your favourite soup.