Step 1

Prepare a grill for medium-high, indirect heat (for a gas grill, leave one or two burners off; for a charcoal grill, bank coals on one side of grill); oil grate. Mix almonds, lemon juice, capers, honey, and 4 Tbsp. oil in a small bowl; season dressing with salt and pepper.

Step 2

Combine broccolini and kale in a large bowl and drizzle with remaining 1 Tbsp. oil. Toss well to evenly coat vegetables; season with salt.

Step 3

Grill sausage over direct heat until browned all over, about 3 minutes per side. Move to indirect heat and continue to cook, turning and rotating occasionally, until cooked through, 8–10 minutes. Transfer to a platter.

Step 4

Meanwhile, cook broccolini and kale over direct heat until kale is lightly browned and crisp around the edges and broccolini stem is crisp-tender, about 1 minute for kale and 3 minutes for broccolini. Transfer back to bowl.

Step 5

Grill lemon slices over direct heat until lightly browned, about 1 minute per side. Transfer to bowl with broccolini and kale and add half of dressing and half of Pecorino. Toss to combine; season salad with salt and pepper.

Step 6

Mound some of the salad on top of the sausage and leave some in the bowl. Drizzle remaining dressing over all of the salad and top with remaining Pecorino.