Cut broccoli into large florets (with stems) and steam until almost tender. Stop cooking by immersing quickly in cold water, drain, set aside.
Warm butter and add lemon zest and garlic. Keep warm and set aside.
Heat grill on high. Toss broccoli in oil, then place them and halved lemons on hot grill. Grill until slightly charred and broccoli is just tender.
To serve, drizzle butter mixture over broccoli, then squeeze a bit of charred lemon over top (or whisk in some of the squeezed charred lemons into the butter mixture, to taste, then pour over veggies).