Thread 1 pound rinsed cherry tomatoes (about 1 in. wide), touching, onto thin metal skewers. Thread 1/2 pound unpeeled pearl onions (about 1 in. wide), touching, onto thin metal skewers.
Lay skewers on a lightly oiled barbecue grill over a solid bed of hot coals or high heat on a gas grill (you can hold your hand at grill level only 2 to 3 seconds); close lid on gas grill. Turn often until vegetables are charred, 5 to 8 minutes for tomatoes, 8 to 10 minutes for onions. Pull off and discard onion skins. In a blender or food processor, coarsely pure tomatoes, onions, 1/4 cup lightly packed parsley, and 4 teaspoons drained capers.
Add salt to taste. If making sauce up to 1 day ahead, cover and chill.
