In a small bowl stir together olive oil, mustard, and black pepper; brush over endive halves. Wrap each endive half in a thin slice of prosciutto; secure with wooden toothpicks.
For a charcoal grill, in a covered grill arrange medium-hot coals around a drip pan. Test for medium heat above the pan. Place endive on grill rack over drip pan. Cover and grill about 25 minutes or until endive is tender and prosciutto is golden brown, turning once halfway through grilling. (For a gas grill, preheat grill. Reduce heat to medium. Adjust grill for indirect cooking. Grill as above.)
Meanwhile, in a small bowl combine sweet peppers and green onion; divide among 4 salad plates. Top with grilled endive. Drizzle each serving and plate with Herbed Oil. Discard any remaining oil. Serve immediately. Makes 4 servings.
In a blender container combine olive oil, coarsely chopped fresh flat-leaf parsley, snipped fresh chives, snipped fresh lemon thyme or thyme, and salt. Cover and blend until smooth. Strain herb mixture through a fine-mesh sieve, pressing on solids to extract all oil; discard herb mixture. Place oil in a squeeze bottle. Refrigerate for up to 2 days. (For food safety reasons, do not hold oil any longer than 2 days.) To serve, bring to room temperature; shake well.