In the bowl of a food processor, combine the green olives, black olives, roasted pepper, orange zest and capers. Pulse to chop. Add the olive oil, salt and parsley, and pulse again until finely chopped.
The radicchio:
Preheat the grill to medium-high heat.
Brush the radicchio quarters with the olive, and season with salt and pepper. Grill until the radicchio is charred and the core is tender when pierced with a knife, turning occasionally, about 8 minutes total.