Preheat the grill to medium-high heat.

In a bowl, combine the halloumi cubes, cherry tomatoes, bell pepper chunks, and zucchini rounds.

Drizzle with olive oil, and sprinkle with oregano, salt, and black pepper. Toss to coat evenly.

Thread the halloumi and vegetables onto skewers, alternating between them.

Place the skewers on the preheated grill.

Grill for about 10 minutes, turning occasionally, until the halloumi is golden and the vegetables are tender.

Remove from the grill and serve hot.