Spread the vegetables on a baking sheet, drizzle with a little olive oil, and season with a few pinches of salt and pepper. The leeks take the longest to grill and require some resting time, so start those while you’re grilling your protein. Grill the leeks on all sides until the outsides start to char. Rest for 5 to 10 minutes so that the insides steam and become tender.
Grill the beans, onions, and radicchio (either directly on the grill or in a grilling basket) until they’re still crispy but tender with some charred spots, about 2 minutes. Return your vegetables to the baking tray.
To finish, slice the leeks, quarter the onion rounds, cut the green beans in half, and cut off the bits of root holding the radicchio leaves together. Arrange on a platter, leaving space in the middle for the beef. Slice the roast in ¼- to ½-inch slices and place in the middle of the vegetables. Pour the olive oil and meat juices over the top of the beef. Spoon some lemon vinaigrette over the vegetables, sprinkle the crumbled feta and herbs around, and enjoy!