How to Make It
Preheat the oven to 400°. If using round radicchio, cut it into 4 wedges. If using Treviso or Belgian endives, halve lengthwise. Make 3 parallel lengthwise incisions in the cores. Rinse the vegetables and shake off excess water. Arrange the vegetables, cut side down, in a baking dish in which they fit snugly in a single layer. Season with salt and pepper and evenly pour the oil all over.
Bake the vegetables for 10 minutes, then turn them over and bake for 7 minutes longer. Turn them once again and bake, and turn each head over. Bake for about 7 minutes and turn once again. Continue baking for about 10 minutes longer, or until the vegetables are tender at the core ends. Allow the dish to settle for a few minutes before serving hot, or serve at room temperature.