Take a large stainless grill and heat it to very hot. Meanwhile, brush the halved chicory heads lightly with some pure vegetable oil and pour it into the hot grill. Now, cut side up and grill as near to the heat as possible for you. 2 to 3 minutes of grilling is enough for smaller chicory heads and 3 to 4 is enough for larger heads. Other than that, you can continue grilling until the chicory heads are softened and char.
Note: Make sure to brush lightly with vegetable oil while cooking the chicory heads.
Now, remove the grilled chicory from grill and twist it again in order to cut the other side up. Place the peeled and cored pear slices on it brush evenly with 2 tablespoons of walnut oil. Season it with salt and pepper to taste and return it to the grill for around 4 to 5 minutes in order to warm the pears.
Note: Conference or Williams pears are preferred.
Shift the chicory mixture to a serving platter. Sprinkle it with finely crumbled Stilton cheese and lightly toasted walnuts.
Now, drizzle over the remaining walnut oil and serve immediately.