Soak 8 wooden skewers in water for at least 30 minutes—this prevents them from catching fire on the grill. While they soak, prep all your vegetables by slicing the bell peppers and zucchini into 1-inch pieces, quartering the red onion, and keeping the cherry tomatoes whole. Having everything cut and ready before you start threading makes the process super smooth.
Whisk together the olive oil, lemon juice, smoked paprika, ground cumin, garlic powder, salt, and black pepper in a medium bowl. You want a smooth marinade with no lumps of spice floating around. This mixture is your flavor foundation, so taste it and adjust—if it feels too salty, splash in more lemon juice.
Thread your vegetables and halloumi onto the soaked skewers in an alternating pattern: pepper, zucchini, onion, tomato, cheese, then repeat. Don't pack them too tightly or the vegetables won't cook evenly. Leave about 1/4 inch between pieces so heat can reach all sides of each item.
Brush the marinade generously over all sides of each skewer, making sure you coat the veggies and cheese thoroughly. Reserve about 2 tablespoons of the marinade to brush on halfway through cooking—this keeps everything moist and flavorful as they char.
Heat your grill to medium-high heat (around 400°F if you have a thermometer). Oil the grill grates with a folded paper towel dipped in oil—this prevents sticking and helps build those gorgeous char marks. I always do this step because I learned the hard way that bare grates mean stuck vegetables and broken skewers.
Place the skewers directly on the grill grates and cook for 6-7 minutes without moving them around. This is when the magic happens—you'll hear them sizzle and smell that smoky aroma. After about 6 minutes, flip each skewer, brush with reserved marinade, and cook for another 6-8 minutes until the vegetables have charred edges and the halloumi is golden.
Remove the grilled vegetable skewers recipe from heat when the cheese looks melted and slightly browned, and the veggies have soft interiors with charred exteriors. Let them rest on a clean plate for 2-3 minutes before serving—this helps everything set up so it's not piping hot when people grab them. Taste one to make sure the vegetables are tender; if they're still firm, pop them back on for another minute or two.