Heat the grill to medium-high. Brush the mushrooms and radicchio lightly with oil, and place on the grill. Cook the radicchio until slightly charred and beginning to soften, about 3 min. per side. Cook the mushrooms approx. 2 min. longer or until they show grill marks.
Transfer the vegetables to a bowl. Toss with the remaining olive oil, vinegar, capers, salt and pepper. Top with parsley just before serving.
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