Preheat grill to medium-high heat. Grill watermelon rounds for 2-3 minutes per side until grill marks appear. Let cool slightly.
In a bowl, whip ricotta with honey and lemon zest until smooth and slightly fluffy.
In another bowl, whisk together olive oil, balsamic vinegar, Dijon mustard, salt, and pepper to make the vinaigrette. Stir in pickled onions.
To assemble, place one grilled watermelon round on a plate. Spread a layer of whipped ricotta on top. Repeat with another watermelon round and ricotta layer.
Drizzle with pickled onion vinaigrette and garnish with fresh mint leaves before serving.