Heat the oven to 200°C. Remove any brown or damaged leaves from the chicory, but do not cut off the root!
Cut each head in half lengthways and put them in a baking tray. Season with salt and pepper.
Mix the oil with the lemon juice and zest, then brush the chicory halves with this, using a silicon brush. Pour any remaining vinaigrette all over.
Roast for 15 minutes until the chicory begins to soften, then turn them over and cook for a further 10 minutes or until the chicory is tender and golden.
Sprinkle with the herbs (I used parsley) and serve warm.