There is a post for grilled radicchio in the recipe blog from a couple of years ago. This is a recipe for roasted radicchio. You can also use romaine lettuce (you can grill romaine, too). I don’t see why you couldn’t also use bok choi here–any greens that have a core so that the leaves stay together. Cabbage, too. The anchovies are really great here, especially with the radicchio, but you could leave them out if they’re not to your taste.
1 or 2 heads radicchio and/or romaine lettuce
vegetable oil, as needed, plus extra for greasing baking pan
salt and pepper, to taste
cheese, thinly sliced or shredded, as needed
anchovy fillets, drained, as needed
1 -2 T fresh chopped herb
1. Preheat oven to 425°F. Oil a 13 x 9 x 2-inch baking pan, a rimmed baking sheet, or other suitable baking vessel.
2. Cut each head of radicchio through the core into wedges, four or more. If the heads seems gritty gently rinse and pat dry. Arrange them in the prepared baking vessel, cut side up. Brush or drizzle with the oil and sprinkle with salt and pepper, remembering that both cheese and anchovies can be salty.
3. Bake for about 20 – 25 minutes, until tender when pierced with a knife and lightly browned. Remove from oven, leaving oven on.
4. EIther place a slice of cheese on each wedge or sprinkle with shredded cheese. Put an anchovy fillet on each wedge. Sprinkle the chopped herb over as well. Return to oven and bake a few minutes more until the cheese has melted. Serve hot, warm or at room temperature.