First and foremost, for both types remove the white core, which is the most bitter part. Some recipes omit that bit of instruction, assuming the reader knows this.
Next, the bitter compounds are water soluble, so soaking the cut leaves for half an hour or - if applicable - blanching will remove excessive bitterness. (Yes, you will leach out vitamins, but it's either one or the other.)
Good produce matters in this case, too: fresh chicory / endive is only slightly bitter. If the heads have been exposed to light and warmth, they turn increasingly bitter. So if you can, buy them from stores where they are kept in dark boxes and choose firm, plump ( = fresh ) heads, then store them in the fridge at home. I would assume a similar mechanism for red chicory / radicchio, but it's not kept dark. But again, pick firm heads.
And then there is preparation: A quick stir-fry will keep the bitter compounds inside the leaves, long braising will tend to extract them into the sauce, making the whole dish being percieved as more bitter. If that's too much for you, blanch first.
Also, adding sweet or caramelly notes (a generous pinch to a spoonful of sugar in the frying pan) or aceto balsamico can mitigate the bitter taste.