Prepare a grill for indirect heat: For gas, preheat to medium high, then turn off the burners on one side and turn the other burners to medium low. For charcoal, once the coals ash over, push them to one side.
Mix the olive oil, herbs, coriander, 1 teaspoon pepper and a handful of fennel fronds in a small bowl.
Brush the fennel wedges and broccoli with the herb oil and season with salt. Cook on the cooler side of the grill, turning once, until marked and tender, 15 to 20 minutes. Remove to a platter. Meanwhile, brush the oranges, tomatoes, mushrooms and radicchio with the herb oil and season with salt. Grill over direct heat, turning once, until marked and tender, 10 to 15 minutes. Add to the platter.
Brush the polenta and haloumi with the herb oil and grill over direct heat, turning once, until marked, 5 to 10 minutes. Add to the platter. Season with salt and drizzle with any remaining herb oil.
Photograph by Antonis Achilleos
Courtesy of Food Network Magazine