Heat an outdoor grill or stove top grill pan over high heat.
Trim the tough, woody bottom of the endive leaving just enough for the leaves to remain connected. Cut the endives in half, lengthwise. Combine the oil and 1/2 tablespoon fresh oregano. Brush the cut sides of the endive with the oil oregano mixture.
Brush grill grates or grill pan lightly with olive oil. Grill the endives on the grill by placing them cut side down and cooking until the edges are browned and curled, about 3 - 4 minutes. Remove to serving dish and drizzle with balsamic vinegar, remaining oregano, salt and pepper.