If using wooden skewers, soak them in water for at least 30 minutes. I like to use metal skewers for the grill. In a large bowl, whisk together the olive oil, salt, parsley, thyme, lemon juice, and garlic. Add the zucchini, bell peppers, and red onion, tossing to coat. Let marinate for 15–30 minutes.
1/4 cup extra virgin olive oil, 1 teaspoon kosher salt, 2 Tablespoons finely chopped parsley, 1 Tablespoons fresh thyme, Juice from 1 lemon, 2 cloves garlic, 1 medium zucchini, 1 red bell pepper, 1 orange bell pepper, 1 yellow bell pepper, 1 red onion
Cut the halloumi into 1-inch cubes, then thread the vegetables and halloumi onto skewers, alternating ingredients. Brush any extra marinade over the halloumi. When testing I found tossing the halloumi with the veggies cause it to break, so brushing it with the marinade separately prevents that.
2 (8 oz) packages halloumi cheese
Preheat the grill to medium-high heat (400–450°F) and generously oil the grates. Grill the kebabs for 5–6 minutes per side, turning occasionally, until the vegetables are tender and lightly charred, and the halloumi is golden and charred in spots.
Meanwhile, add all of the romesco sauce ingredients to a blender or food processor and blend until smooth.
1 (12oz) jar roasted red peppers, 3/4 cup blanched almonds, 2 Tablespoons fresh flat leaf parsley leaves, 1/3 cup oil-packed sun-dried tomatoes, 3 cloves garlic, 2 Tablespoons red wine vinegar, 1 teaspoon smoked paprika, 1 teaspoon kosher salt, 1/4 cup extra virgin olive oil
Serve the grilled kebabs warm with the romesco sauce spooned over the top or on the side for dipping.