Preheat oven to 375°. Peel onions. Cut a 1/2-in. slice from top of each onion; remove centers with a melon baller, leaving 1/2-in. shells.
Combine Gorgonzola cheese and cream cheese; stuff into onion shells. Place in an ungreased 13x9-in. baking dish. Drizzle with oil; sprinkle with Romano cheese, salt and pepper. Pour broth around onions.
Bake, uncovered, on lower oven rack until tender, 45-55 minutes.