This works best with denser heads of radicchio.

Cut the radicchio into 4-6 wedges, each with a bit of core to keep the wedge intact.
Arrange in a baking dish so that they all fit in a snug single layer.
Drizzle with
1 Tablespoon of olive oil
1 teaspoon of balsamic vinegar
half of a tangerine squeezed over it (you can set the squeezed citrus in the baking dish as well)
Sprinkle with salt and pepper.
Add a sprig of rosemary and thyme.
Cover with tinfoil and set in a 350 degree oven for 20 minutes or until the radicchio is tender. Remove the tinfoil, crank the heat to 450 (or broil it) and let the radicchio crisp a bit, but be careful the juices in the dish don't burn.

This is great served at room temp.

I love it piled on garlic rubbed toast with burrata (and roasted winter squash puree if in season.)
I also love it added to a platter of roasted vegetables, or incorporated into a grain salad or with beluga lentils.

You could also set the raw wedges in a bowl and toss them with the olive oil, vinegar, herbs, salt and pepper and then grill them.