Step 1 Heat a grill or grill pan on high heat and brush with oil.
Step 2 Trim the ends of the radicchio and cut lengthwise into quarters. Brush the cut sides with the remaining oil and place on the grill. Cook 1 to 2 minutes per side, turning, for about 5 minutes. The radicchio will be soft and wilted. Season with salt and immediately take 1 piece of prosciutto and wrap diagonally around each piece of radicchio. Serve immediately.