Turn your grill to high, make sure it is brushed clean, and rub it with canola oil to keep the vegetables from sticking.
Whisk the olive oil, vinegar, herbs, a large pinch of salt, a few grindings of black pepper, and a pinch of crushed red pepper flakes in a small bowl.
Put the peppers on the grill for 2 minutes, then follow with the rest of the vegetables. To prevent the asparagus from falling through the cracks, lay them crosswise on the grill.
Lower the heat to medium so the vegetables do not burn.
Lightly brush each vegetable with the olive oil and herb mixture and grill 3 to 4 minutes.
Turn the vegetables over and continue basting. (Be careful not to burn anything; the oil will cause the flames to flare up.)
If anyone vegetable is intent on going up in flames or it is blackening or cooking much faster than the others, transfer it to the top rack or a cooler section of your grill and let the other vegetables catch up.
All of the vegetables should take roughly 6 to 8 minutes to become tender. The endive and radicchio should be just lightly charred; remove them to the shelf or a cooler section of the grill to prevent overcooking, if needed.
Transfer vegetables to a serving platter or individual plates and season with salt and pepper.
Drizzle any of the remaining oil and herb mixture over the top, give it all a squeeze of lemon, and serve.