1. Cut fennel bulbs lengthwise into 1/2-inch-thick slices, keeping core (root end) intact. Cut radicchio into eighths, keeping core (root end) intact. Place fennel and radicchio in a single layer in an aluminum foil-lined jelly-roll pan.
2. Whisk together orange juice, next 3 ingredients, and 1/2 tsp. salt. Gradually whisk in oil. Reserve 1/2 cup vinaigrette for later use. Drizzle remaining vinaigrette over fennel and radicchio, and sprinkle with remaining 1/4 tsp. salt. Let stand 5 minutes.
3. Coat cold cooking grate with cooking spray, and place on grill. Preheat grill to 350° to 400° (medium-high). Place fennel on cooking grate, and grill, covered with grill lid, 5 to 7 minutes on each side; remove fennel. Add radicchio, and grill, covered with grill lid, 1 to 2 minutes. Toss fennel and radicchio with reserved 1/2 cup vinaigrette.