Preheat a grill pan to medium-high heat.
In a medium bowl, combine the anchovy paste, honey, lemon zest, lemon juice, olive oil and salt. Whisk until smooth and combined.
Place the radicchio in the pan and grill until charred and starting to wilt, 3 to 4 minutes per side. Remove to the bowl with the dressing and toss well to coat. Top with the ricotta salata and sprinkle with the hazelnuts.