In a small bowl, stir together 2 Tbsp. oil, yogurt, lemon zest and lemon juice. Season lightly with salt and generously with pepper.
Preheat grill (or grill pan) to medium-high; lightly oil grates. Place lettuce on grill and cook, turning often, until charred in spots, about 2 minutes. Remove lettuce to serving platter. Drizzle with yogurt dressing and serve immediately.
