Preheat grill to medium-high. Arrange vegetables in a
single layer on a rimmed baking sheet. Brush generously
with oil, and season with salt and pepper.
Grill vegetables until just tender and slightly charred: about 3 minutes for the scallions, 4 to 5 minutes per side for the squashes, and 10 minutes total for the radicchio, flipping
every 2 minutes. Squeeze lemon halves over vegetables.