1. Stir vinegar, 1/2 cup water, sugar, salt, and pepper in bowl until sugar and salt dissolve. Mix in onion, and press down to submerge. Let stand 45 minutes, checking to be sure onion stays submerged.
2. Steam Brussels sprouts in steamer or on rack over boiling water 6 to 8 minutes, or until just tender. Lift out rack, and cool.
3. Place Brussels sprouts in large bowl, and season with salt and pepper, if desired. Drain onion slices, and discard brine. Add onion slices to Brussels sprouts along with radicchio, blue cheese, and oil, and toss to combine.