For the grilled lemons: Heat a grill pan, or your bbq, on high heat. It should be smoking hot. Drizzle a bit of olive oil on the cut side of the lemon halves. Place them cut side down on the very hot grill. Sear for 4 minutes total. Give the lemons a quarter turn 2 minutes in for nice cross hatch grill marks. So professional.
For the vinaigrette: Combine all ingredients in a Mason jar and shake. Or in a small bowl and whisk.
For the salad: In a large bowl, toss the fennel with 1/2 of the vinaigrette. Let it sit while toasting the walnuts.
In a small pan, heat the walnuts over medium-high heat. Toss around so that they don't burn. When you smell them and they are a bit toasted, throw them into the bowl with the fennel.
Add the radicchio and the remainder of the vinaigrette to the bowl and toss. Plate the salad, or leave it in the bowl if you are serving it in there. Crumble the goat cheese over top and drizzle with the honey. Garnish with the remaining lemon halves.