1. Preheat grill to medium-high heat.
2. Brush cut sides of lettuce evenly with oil. Place lettuce, cut sides down, on a grill rack coated with cooking spray, and grill for 2 minutes. Remove from heat; cut each lettuce half lengthwise in half again to form 4 quarters. Sprinkle cut sides of lettuce with 1/4 teaspoon black pepper and 1/8 teaspoon salt.
3. Combine remaining 1/4 teaspoon pepper, remaining 1/4 teaspoon salt, mayonnaise, and remaining ingredients in a small bowl, stirring well. Place 1 lettuce quarter on each of 4 salad plates; drizzle each serving with about 4 teaspoons dressing. Serve immediately.