Not a tip about pickling them yourself, but for anyone who likes pickled onions, I cannot recommend Barry Normans Pickled Onions enough. They are absolutely amazing!
I think the onions, once they've been peeled, should be left in salted water for at least 24 hours with a plate and weight on them to keep them submerged. It's something to do with osmosis I think, drawing the moisture out of the onions to help make them nice and crunchy.