Mix vinegar, orange juice, salt, pepper and 1 pinch of sugar. Fold in 2 tablespoons of oil. Clean, wash and shake dry salads. Cut romaine lettuce into strips, if necessary pluck rocket a little smaller.
Clean and wash the cucumber, peel if necessary and cut in half lengthwise. Cut cucumber into slices.
Wash the melon and quarter it lengthwise. Cut the quarters crosswise into 2-3 cm thick pieces. Spread a thin layer of oil on the melon pieces and grill them on the hot grill on each side for about 2 minutes.
Mix salads, cucumber, olives and vinaigrette. Crumble the cheese and sprinkle over. Arrange salad and melon.