Step 1Heat a grill or grill pan on high heat and brush with oil.
Step 2Trim 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.