For the Lemon-Lime Dressing: Add the yogurt, lemon and lime zest and juice and the honey to a small bowl. Whisk together well and season to taste with salt and pepper. Reserve in the fridge if not using right away.
For the Salad: Preheat an outdoor grill to medium. Place the cantaloupe and radicchio on baking sheets and brush with the olive oil. Sprinkle with salt and pepper. Place the cantaloupe and radicchio on the grill (you may have to do this in batches) and grill the cantaloupe until you see grill marks, 1 to 2 minutes a side. Grill the radicchio until soft and browned on the outside, 2 to 3 minutes per side. Cut the cantaloupe into cubes.
Arrange a bed of baby arugula on a platter, top with the grilled cantaloupe and radicchio and drizzle with the dressing.