Flowering Vidalia Onion

Whisk together the flour, 1 teaspoon salt, 1/2 teaspoon black pepper, 1 teaspoon cayenne pepper, and thyme in a bowl, and set aside. Whisk together the egg and milk in a separate small bowl, and set aside. "Flower" the onion by cutting 1 inch off of the top of the onion, leaving the root intact. Make slices in the onion from top to bottom, 1/2 inch apart, making sure not to cut the roots. Gently separate the pieces of the onion making it look like a blossom. Dip the onion flower into the milk mixture, making sure to moisten all of the "petals". Coat the flower with the seasoned flour, and gently shake off any excess flour. Place the onion onto a plate, and refrigerate for 45 minutes. Stir together the creamy salad dressing, horseradish, ketchup, paprika, 1/4 teaspoon salt, 1/4 teaspoon cayenne pepper, oregano, and 1/4 teaspoon black pepper to make the dipping sauce for the onion. Heat the frying oil in deep-fryer to 350 degrees F (175 degrees C). Fry the onion in the hot oil until the onion is tender on the inside, and crispy golden brown on the outside, 10 to 12 minutes. Drain upside down on a paper towel-lined plate for several minutes before serving with the sauce.