Soak wooden skewers in water for 20 minutes to prevent burning.
Cut the halloumi, zucchini, and bell pepper into 1-inch cubes.
In a medium bowl, whisk together olive oil, lemon juice, oregano, garlic powder, salt, and pepper.
Add the shrimp, halloumi cubes, and vegetables to the bowl and toss gently to coat in the marinade.
Thread the ingredients onto the skewers, alternating between shrimp, halloumi, and vegetables.
Preheat a grill or grill pan over medium-high heat.
Grill the skewers for 3-4 minutes per side until the shrimp is opaque and the halloumi has golden grill marks.
Serve immediately while warm and fragrant.