Cut the halloumi into 2cm cubes, then chop the zucchini, capsicum, and red onion into similarly bite-sized pieces.
Thread the halloumi cubes, chopped vegetables and cherry tomatoes onto metal skewers. Set aside.
In a small bowl, combine the olive oil and spice blend, then brush half of it over the skewers.
Place the skewers on the grill and cook for about 2 minutes on each side, until the halloumi is slightly charred. Brush the skewers with the remaining marinade, then reduce the heat to medium low and continue grilling until the vegetables are tender.
Serve warm, with plenty of toasted pita and tzatziki.