For the dressing: In a small bowl, whisk together the vinegar, olive oil, orange zest, honey, salt, and pepper. Set aside.
For the salad: Spray the grill rack with nonstick, nonflammable cooking spray. Preheat the grill to medium-high heat.
Grill the radicchio until browned, about 2 minutes per side. Cool completely.
Chop the grilled radicchio into bite-size pieces. In a medium bowl, combine the chopped radicchio, orange sections, and walnuts. Add the dressing, and toss gently to coat. Add salt and pepper, to taste, if needed. Serve at room temperature.