Trim 2 leeks, leaving enough of the core to hold them together; halve lengthwise and rinse well. Halve 4 endives. Whisk 1/4 cup olive oil with 1 tablespoon red wine vinegar, salt and pepper; toss with the leeks and endives. Place the vegetables on a sheet of foil; drizzle with any extra dressing. Fold up the packet and grill over medium-high heat until the endives are slightly golden and the leeks are tender, 10 to 12 minutes. Top with crumbled blue cheese.