Use your fingers to make a shallow well in the top of each Rocket patty. (This will prevent overplumping during cooking.) Season with salt and pepper.
Oil the grill and cook the patties with the wells facing up for 4 to 5 minutes. Flip and cook 4 to 5 minutes more. Form sandwiches with the buns, radicchio, burgers, ricotta salata, and pickled zucchini.