Spray counter lightly with non-stick cooking spray. Roll combined rolls into a 10 x 15 inch rectangle. Cover with plastic wrap and let rest.
Heat oil in a skillet, add onions and saute over medium high heat for a few minutes. Add salt and pepper and rosemary, if desired. Cover and continue cooking on medium low heat for about 20 minutes. Stir and check occasionally to make sure onions don't stick to pan.
Remove plastic from dough and spread evenly with onion mixture. Sprinkle with cheese. Roll up, jelly roll style, starting with a long side. Pinch seam to seal. Cut into 12 equal pieces and place in a sprayed 9 x 13 inch pan, cut side down. Cover with sprayed plastic wrap and let rise until double. Remove wrap and bake at 350°F 15-20 minutes.