1. Preheat grill to high.
2. Combine rind, juice, and honey in a large bowl. Gradually add oil, stirring constantly with a whisk.
3. Coat radicchio and leeks with cooking spray. Place on grill rack coated with cooking spray. Grill 7 minutes, turning to brown on all sides. Remove to a cutting board; cool slightly. Coarsely chop vegetables.
4. Add chopped vegetables, salt, and pepper to dressing; toss to coat. Top with pecorino Romano and walnuts; serve immediately.