To achieve the beautiful concertina effect, take a squid and place a large chef's knife flat inside it. Using a second knife, slice the squid across into 1/4-inch slices, as if you're cutting it into rings. You won't be able to cut all the way because of the other knife.
Light your barbecue or preheat a griddle pan to hot. Preheat your oven to maximum.
Parboil the baby leeks for 3 minutes in a pan of boiling salted water, drain in a colander and let them steam dry. Dress them with some olive oil and a pinch of salt and pepper. Cook the leeks on the barbecue or in the griddle pan on both sides until nicely marked, then add the fennel wedges and chargrill these dry on both sides until they are also marked. Add the radicchio leaves and dry grill these on both sides to wilt them - 30 seconds on each side should do. Put the leeks, fennel and radicchio into a large bowl - they might look a bit sad, but don't worry because you're going to pep them up!
For the chorizo dressing: Heat a frying pan with a couple of glugs of olive oil. Fry the chorizo until the fat renders out, add the rosemary and garlic, toss and take off the heat after 30 seconds. Add the balsamic vinegar and half the lemon juice to the pan, mix and put to 1 side.
Drizzle some olive oil over each squid, sprinkle with salt and pepper and toss well. Preheat an ovenproof pan on the stove top, pour in some olive oil and toss the reserved tentacles in the oil for 1 minute. Add all 4 squid and whack the pan in the preheated oven for a few minutes or until cooked and lightly browned.
Pour the chorizo dressing over your chargrilled veggies and add a good squeeze of lemon juice. Take the squid out of the oven. Serve each of your guests a nice pile of the dressed veggies, a concertina squid, some tentacles and half a lemon. Sprinkle over some of the reserved herby fennel tops and tuck in!
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Recipe Excerpted from JAMIE AT HOME by Jamie Oliver. Copyright (c) 2008. Published in the U.S. by Hyperion. All Rights Reserved. www.jamieoliver.com