Step 1

Cut the radicchio heads into quarters and drizzle with olive oil, turning to lightly coat the pieces. Season with salt and pepper.

Step 2

Heat a gas grill to medium, or set a heavy cast iron pan over medium heat. When it is hot, add the radicchio and cook, turning often, until it is soft, brown in color, and lightly charred, about 12 minutes. Cut the cheese into pieces.

Step 3

Transfer the radicchio to a serving dish. Top with pieces of the cheese and sprinkle with the balsamic vinegar. The heat of the radicchio will melt the cheese.