We've been getting endives in our CSA share pretty often this summer. They're awfully cute, and the leaves hold their structure well enough that they make great little boats for serving small portions.
Grilled Romaine Hearts that I like everything better grilled, so I decided to use the same method on endives. (To see how to do it yourself, check out the grilled romaine hearts entry. It's the same, though I found the endive took about a minute longer to cook.)
Endive is bitter, especially this late in the season, but it's also a really interesting flavor, one that can add a kick to your meal. Just make sure you play it off more neutral flavors!