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Preheat a well-oiled grill to medium-high heat. (TIP: If using a grill pan, you’ll heat it in step 5.) Bring a medium pot of salted water to a boil. Wash and dry produce.
Zest one lime and quarter both (for 4 servings, zest two limes and quarter all). Trim and thinly slice scallions, separating whites from greens. Reserve 1∕3 of the scallion greens for serving. Thinly slice cucumber into rounds. Trim and discard root end from lettuce; separate leaves.