Skewering the fennel and radicchio lengthwise helps keep them from falling apart during grilling.
Source: Martha Stewart Living, August 1994
4 bulbs fennel, cut into quarters lengthwise and skewered
2 bunches thin carrots, scrubbed
2 bunches beets, peeled and sliced 1/2 inch thick
10 baby artichokes, boiled until tender and cut in half
2 heads radicchio, quartered and skewered
Olive oil, for brushing
Salt and freshly ground black pepper
Heat grill to medium hot. Brush vegetables with oil and season with salt and pepper. Grill all vegetables except radicchio for 10 or 15 minutes, or until tender. Grill radicchio for 2 to 3 minutes. Serve warm or at room temperature.