You can prepare this dish on the grill, or in the oven on a rimmed cookie sheet under the broiler.
Heat a grill or grill pan over medium-high heat. Place broccolini in a medium bowl; drizzle with oil and juice of 1/2 a lemon. Sprinkle with salt and black and red peppers, tossing to coat. Add broccolini to grill rack coated with cooking spray. Grill 6 minutes or until charred, turning once. Add remaining lemon half, cut side down, to grill rack; grill 3 minutes or until charred. Arrange broccolini on a platter. Sprinkle with cheese, and serve with charred lemon.