Preheat an outdoor grill for medium-high heat, and lightly oil the grate.
Thoroughly wash and dry the heads of escarole, and trim the root ends and any unruly, floppy leaves from the tops of the escarole heads, leaving the heads intact. Split the heads in half lengthwise, and brush the cut side of each half with about 1/2 tablespoon of extra-virgin olive oil. Sprinkle the split heads with salt and pepper.
Grill with cut sides down on the preheated grill until the escarole is wilted and has begun to brown, about 3 minutes.
Sprinkle each grilled escarole head with about 1/2 tablespoon of blue cheese and 1/2 tablespoon of ranch dressing. Serve warm.