I don't grill too much, but my favorite is grilled raddicchio. Cut the heads in quarters, drizzle with olive oil and balsamic vinegar, grind on a little salt and pepper. Cook on all 3 sides. They cook quickly so be careful not to burn them.

You can do belgian endive the same way (its basically the same vegetable in a different shape).

It usually is nicely bitter sweet - though sometimes you can get a head that is just bitter.

If you don't want to just eat them as they are - its also great cut into pieces and tossed with pasta - cold as a pasta salad or hot as a main dish. Goes really nice with some tomatoes and a bit of fresh mozzarella.