Heat butter in large sauce pan over medium heat. Add onions and sauté for 10 minutes. Season with salt, pepper and cayenne pepper. Reduce heat to medium-low and cook for 20 to 30 minutes, until onions are brown and caramelized. Set aside to cool completely.
In medium bowl combine cream cheese, Worcestershire sauce, parsley and chives. Add cooled onions. Mix until well combined.
Spread 2 tablespoons of cream cheese mixture onto each tortilla. Spread mixture in even layer using offset spatula. Sprinkle with cheese and bacon.
Roll tightly and wrap in plastic wrap. Chill for one hour before slicing. At this point you can keep them in freezer until ready to use.
Preheat broiler. Line baking sheet with foil. Using sharp knife, cut each tortilla into 4 slices. Broil for about 3 minutes, or until cheese is melted and pinwheels begin to brown.