Pique is a french term meaning "stuck" or "pricked." In food terminology it is used to describe 'oignon picque' - or a 'stuck onion.' To make an onion pique you simply take a bay leaf and pin it to the side of an onion using a whole clove.
The onion picque is commonly used to season a Sauce Bechamel (much like you would use a bouqet garni or a sachet d'epices).