1. Preheat the oven to 200 degrees Celsius and cover a baking tray with parchment paper.
2. Cut the chicory into quarters and remove the heart.
3. Place the chicory wedges on the baking tray, drizzle with olive oil and lemon juice.
4. Sprinkle the chicory with pepper and salt, divide the honey, followed by the goat's cheese and leaves of thyme.
5. Grill the chicory in 20 - 25 minutes until done and golden brown on the edges.