Prepare the barbecue (medium-high heat).
Drizzle 1 tablespoon of oil over the endive, radicchio and romaine, then sprinkle with salt and pepper. Grill the lettuces until they are crisp-tender and browned in spots, turning occasionally, about 6 minutes.
Coarsely chop the lettuces, then toss them in a large bowl with the remaining oil and vinegar. Season the salad, to taste, with more salt and pepper. Serve warm.