Ccut each slice of Chaumes vertically into 4-6 strips, so that the ash line runes through the center of each strip. Heat grill to medium heat level. In an extra large bowl, combine 2/3 cup oil with 3/4 tsp. salt and pepper. Add endive, zucchini, squash, leeks and pepper slices and toss to coat. Place in individual piles on a jellyroll pan.
Place marinated vegetables and whole pepper on the grill, grouping like items together. Cook for 6-12 minutes or until tender and lightly browned, turning halfway through cooking time. (Grill whole pepper 8-12 minutes or until black and blistered; endive and pepper slices 6-8 minutes; leeks; zucchini and squash 8-10 minutes). Remove whole pepper from the grill and place it into a paper bag. Close and set aside for 15 minutes.
Remove remaining vegetables from the grill, dividing them evenly between 6 serving plates. Top each plate with 2 slices of Chaumes cheese, and set aside to allow the cheese to melt slightly.
Remove pepper from bag. Tear in half. Under running water, remove skin and inside ribs and seeds. Pat dry with paper towel. Place pepper in blender with vinegar, garlic, thyme and remaining 1/4 tsp. salt and pepper. Puree until smooth. Through opening in top, pour remaining 1/3 cup oil. Process until combined.
Drizzle each vegetable plate with dressing, garnish with olives and serve warm with sliced bread.