In a small bowl, whisk together the oil, lemon juice, garlic, mustard, and pepper. Stir in the Parmesan cheese and season with salt to taste. You can alternately blend the mixture, parmesan cheese included, in a small food processor.
Preheat the grill over medium-high heat. Oil the grill's surface. Remove any wilted outer leaves from the romaine hearts, then cut the hearts in half length-wise leaving the end intact so each half holds together. Spray them lightly all over with the oil spray.
Grill until grill marks or charring forms and the lettuce wilts slightly, about 6 minutes, turning once or twice. Serve drizzled with the vinaigrette.