Preheat oven to 200 C / Gas 6. Line a baking tray with parchment.
Bring water and sorghum to the boil in a saucepan. Reduce heat to medium-low, cover, and simmer until sorghum is tender and liquid has been absorbed, 45 to 50 minutes.
Combine sprouts and squash in a bowl; add jalapeno, sesame seeds and 1 tablespoon olive oil; toss until evenly coated.
Arrange radicchio and leek on the prepared baking tray. Stir the squash mixture again and arrange on the baking tray. Drizzle 1 tablespoon olive oil over radicchio and leek.
Bake in the preheated oven until radicchio and leek are wilted and browned, about 10 minutes. Remove radicchio and leek from baking sheet and continue baking squash mixture until tender and browned, 5 to 10 minutes. Slice jalapeno into thin strips.
Whisk sesame oil, brown miso, rice vinegar, toasted sesame oil and ginger together in a bowl until dressing is smooth.
Spoon sorghum into serving bowls. Arrange roasted vegetables on top and add black beans. Drizzle dressing over bowl.
Sorghum is an ancient grain and can be found in Asian supermarkets, some health food shops and online.