In a small bowl, whisk together the oil, lemon juice, garlic, mustard, and pepper. Stir in the Parmigiano-Reggiano, and season with salt to taste.
Preheat the grill to medium-high heat. Oil the grill grates.
Remove any wilting leaves from the romaine hearts, then cut the hearts in half length-wise, leaving the ends in tact to hold each half together. Brush them lightly with oil.
Grill until char marks appear on the lettuce, and the leaves being to wilt slightly, about 6 minutes, turning once or twice during this time.