How to Make It
Divide the cheese equally among the radicchio leaves, placing it in the center. Fold one edge of each leaf over cheese, then roll up gently to enclose. Wrap a slice of pancetta around each roll and secure with one or two toothpicks (it's okay if pancetta tears a little).
Lay radicchio rolls on an oiled barbecue grill over medium-hot coals or medium-high heat on a gas grill (you can hold your hand at grill level only 3 to 4 seconds); close lid on gas grill. Turn rolls as needed until pancetta is lightly browned and crisp on all sides, 5 to 8 minutes total.
Arrange rolls on a platter and drizzle with vinegar. Serve warm or at room temperature.