Cut heads in half and drizzle with olive oil.
In a medium bowl combine cheese, sour cream, lemon juice, milk, salt & pepper, stir to combine.
Dice tomatoes and set aside.
Heat grill to medium-low heat.
Lay romaine cut side down on grill. Cook 2-3 minutes, just until grill marks, flip and repeat on other side.
Lay Romaine on plate, top with tomato, bacon and blue cheese.