In a bowl, combine the cream and cheese and mix well. Season with salt and pepper to taste. Pour the mixture into a double boiler and cook, stirring constantly, over low heat until the mixture has thickened and increased in bulk, about 15 minutes. Remove from the heat and allow to cool. When cold place into ice cream maker and run until smooth, dense and creamy. Remove and place in freezer until ready to serve.
Meanwhile, preheat the grill or broiler. Once the gelato is cold enough to serve, brush the cut side of each head of treviso with some of the olive oil, season with salt and pepper and grill for 5 to 10 minutes, until tender. Serve the treviso alongside a small serving of the gelato.