Coat pan with cooking spray. Add onion to pan. Cover and cook 3 minutes. Add vinegar, honey, and salt. Reduce heat and simmer, uncovered, 8 minutes or until slightly thick, stirring occasionally (Red Onion Marmalade).
Spread about 1 1/2 tablespoons mayonnaise over each cut side of bread. Divide turkey slices among 4 bread slices. Top with crumbled blue cheese, dividing equally. Top with Red Onion Marmalade, then remaining bread slices. Makes 4 sandwiches.