How to Make It
Lightly oil a 9-inch square glass or ceramic baking dish. In a medium saucepan, combine the water, soy milk, garlic, rosemary and thyme and bring to a boil. Remove from the heat, and let steep for 10 minutes.
Discard the garlic, rosemary and thyme and return the mixture to a boil. Gradually whisk in the polenta and simmer over low heat, whisking often, until very thick and no longer gritty, 10 minutes. Season with salt and pepper. Pour the polenta into the baking dish. Let cool to room temperature, then cover and refrigerate for at least 2 hours.
Meanwhile, in a small saucepan, boil the balsamic vinegar over moderately high heat until reduced to 1/4 cup, about 15 minutes. Let cool to room temperature.
Light a grill. Drizzle the radicchio wedges with olive oil and season with salt and pepper. Grill over moderately high heat until lightly charred and just tender, about 3 minutes per side. Clean the grill with a wire brush.
Carefully unmold the polenta and cut it into 8 wedges or squares. Brush all over with olive oil. Grill the polenta until it's lightly charred on the bottom and releases easily, 4 minutes per side. Arrange the grilled polenta and radicchio on plates, drizzle with the balsamic reduction and serve.