If using wooden skewers, soak them in water for 30 minutes.
Preheat grill to medium heat.
In a large bowl, combine olive oil, lemon juice, oregano, salt, and pepper.
Add the vegetables and halloumi to the bowl and toss to coat.
Thread the veggies and halloumi onto the skewers, alternating for color.
Grill skewers for about 8–10 minutes, turning occasionally, until charred and cooked through.
Serve warm with your favorite sides or dips.