Cut radicchio di treviso in half lengthways. If using round radicchio, cut into quarters. Brush all sides of the radicchio with the oil, then season with salt and pepper. Arrange on a baking sheet and cook under a preheated medium grill, about 12 cm (5 inches) from the heat source, for 10 minutes, until slightly softened. The leaves will darken in colour, but they should not char, so reduce the heat or increase the distance between the radicchio and the heat source if necessary.
Drape each piece of radicchio with a slice of speck, then top with the Fontina. Grill for a further 2 minutes until the cheese has melted and serve.