Cut the halloumi into 1-inch cubes and set aside on a plate—keeping it separate prevents it from absorbing too much marinade and helps it maintain its firm texture for grilling. Cut the red onion into 1-inch wedges, dice the bell pepper into 1-inch squares, and slice the zucchini into ½-inch thick rounds. Leave the cherry tomatoes whole. Arrange all prepared vegetables on a large cutting board or in separate bowls for easy access during skewering.
In a medium bowl, whisk together the olive oil, pesto, lemon juice, lemon zest, minced garlic, dried oregano, smoked paprika, salt, and pepper until well combined. The pesto will integrate with the oil to create a flavorful, cohesive coating. I like using pesto in marinades because it adds depth while the oil helps everything cook evenly on the grill.
Add all the prepared vegetables (except the halloumi) to the bowl with the marinade and toss gently until every piece is coated. Don't add the halloumi yet—it will absorb too much liquid and become overly soft. Refrigerate the vegetable mixture for at least 30 minutes; this allows the flavors to develop and helps the vegetables release moisture, which concentrates their sweetness when grilled.
Preheat your grill to medium heat (around 375–400°F). Remove the marinated vegetables from the refrigerator. Thread the vegetables and halloumi cubes onto 12 skewers in an alternating pattern—try onion, halloumi, bell pepper, zucchini, cherry tomato, and repeat. This alternating arrangement ensures even cooking and prevents any single ingredient from burning. Reserve any remaining marinade to brush on the skewers while grilling.
Place the skewers directly on the grill grates and cook for 10–12 minutes, turning every 2–3 minutes to ensure even cooking and charring. The halloumi should develop a golden crust while the edges soften slightly—it won't melt like mozzarella, which is what makes it perfect for grilling. Brush with the reserved marinade during the last minute of cooking for added flavor. I find that rotating frequently prevents sticking and gives you those beautiful grill marks that add both visual appeal and caramelized flavor.
Transfer the hot skewers to a serving platter and let them rest for 2–3 minutes before serving. This brief rest allows the halloumi to set slightly, making it less likely to crumble when guests pick them up. Serve while warm for the best flavor and texture.