Can I copy my u-lock key?

Not sure what kind of key is used on your specific lock. The only image I can find of a OnGuard key shows it to be a slotted key similar to recent automotive keys, so most locksmiths should have the equipment to duplicate it. The only question is whether they can get the correct blank.

Locksmiths can also duplicate the barrel-style keys used on many older bike locks, if they can find the right blank.

But I see a cheap OnGuards available at Target for $19.95 (with others ranging up to $80), while the new key is likely to cost upwards of $10. So it may be best to just buy another lock (which comes with at least two keys, sometimes four).

Many ulock manufacturers have a unique serial number or key code to make keys for your lock.

You can often register your keys with the company or simply request duplicates from them. There typically is a charge.

Kryptonite puts the key code on the key, on guard gives you a key code card with the box, other manufacturers vary.

On guard lock registration
Kryptonite key order page

Also, I found Lokitt which offers key duplication services for ABUS/On Guard/Mul-T-Lock keys. They can make keys with key code or they can duplicate from an existing key.

For Kryptonite: if you know the key # and the lock name/type they can duplicate it for $12 - one key; $20 for 2. $5 for each additional key