How do I cook radicchio to make it taste less bitter?
Roasting and grilling seem to help.  You can also lessen the harshness by using ingredients with a sweet flavor profile in conjunction with it.

Years ago I tried a Radicchio appetizer (basically a radicchio bruschetta...but this was mid to late 80's and bruschetta wasn't something that was as common then!) I believe it came from Sunset Magazine or Better Homes &amp; Gardens:

Dice up the radicchio and place into a baking dish.  Infuse some olive oil with garlic and dry herbs of choice (I think it had thyme, pepper, and oregano).  Drizzle the oil over the diced radicchio and roast until radicchio is tender.  Then crumble goat cheese over the top and bake until cheese is softened.  Serve the roasted radicchio and goat cheese piled onto crostini.