In a small bowl of container combine the olive oil, vinegar, mustard, shallots, and salt and pepper.
Heat the grill to medium high. Brush the cut side of the romaine hearts halves with about a few tablespoons of the dressing, allowing the dressing to drip into the layers between the lettuce
Place the romaine halves cut side down on the grill. Cover and cook for about 2 minutes until the lettuce is slightly wilted and has charry nice grill marks. Turn the lettuce over and grill the other side for another 2 minutes.
Remove from the grill and place cut side up on a serving platter. Stir or shake the remaining dressing and drizzle over the romaine. Serve warm or at room temperature.