Greek halloumi and vegetable skewers are a delicious combination of flavors. Halloumi cheese is a firm and salty cheese that holds its shape well when grilled. Cut the halloumi into cubes and marinate them in a mixture of olive oil, lemon juice, garlic, and oregano. Thread the halloumi cubes onto skewers along with cherry tomatoes, bell peppers, and red onions. Grill the skewers until the halloumi is golden brown and the vegetables are tender. Serve these skewers with a side of tzatziki sauce for a taste of Greece.