Whisk first 9 ingredients in a medium bowl. Place lamb in a large zip-lock and add 1 1/2 cups mainade. Chill 4 to 6 hours, turning occasionally. Reserve remaining marinade for endive and romaine.
Spray grill with vegetable oil spray. Grill lamb, reserving marinade, until medium-rare, basting often with reserved marinade, about 30 minutes. Let stand 10 minutes.
Brush endive and romaine with reserved marinade, sprinkle with salt and pepper. Grill until wilted, 8 minutes. Serve with sliced lamb. Serves 6. (Bon Appetit)