If using wooden skewers, submerge them in a water bath for at least 30 minutes prior to grilling to prevent burning.
In a small bowl, whisk together the olive oil, lemon juice, chopped fresh parsley, and dried oregano to create the marinade.
Thread the halloumi cheese cubes, green bell pepper pieces, red onion chunks, and cherry tomatoes alternately onto your soaked wooden or metal skewers.
Brush the assembled skewers generously on all sides with the prepared herb and olive oil marinade.
Preheat the grill to medium-high heat. Place the skewers on the grill and cook for 8 to 10 minutes, turning every couple of minutes, until the vegetables are tender and the halloumi edges are nicely charred.
Remove the skewers from the grill, drizzle with any remaining fresh lemon juice if desired, and serve immediately.