For the Thousand Island: Combine all the ingredients in a bowl and mix with a whisk until everything is combined. Set aside.
Cut the leeks in half lengthwise. If you have left the root end on, it will hold the leeks together, making them easier to handle when they are on the grill. Place the onions and leeks on a tray. Drizzle oil over the onions and leeks. Season them with salt and pepper.
Before you grill the rest of your dinner, grill the onions and leeks. Let them color nicely. Wrap them in foil and seal it tightly. Set it to a cool spot on the grill and let them soften. Grill the rest of your dinner.
Arrange the veggies on a platter in an attractive manner, top with toasted sesame and season the veg with salt and pepper. Serve.