Preheat your oven to 400°F and line a large baking sheet with parchment paper for easy cleanup.
Slice the zucchini into half-moons and the red bell pepper into strips, then place them on the baking sheet.
Toss the vegetables with half of the olive oil, sea salt, black pepper, and dried oregano.
Roast the vegetables for 12 minutes, then add the shrimp to the tray and roast for an additional 5-7 minutes until the shrimp are pink and opaque.
While the tray roasts, slice the halloumi cheese into 1/2-inch thick rectangles and pat them dry with a clean towel.
Heat a dry non-stick skillet over medium-high heat and sear the halloumi for 1-2 minutes per side until a beautiful golden crust forms.
In a small bowl, whisk together the remaining olive oil, lemon juice, and minced garlic to create the zesty dressing.
Arrange the roasted vegetables, shrimp, and grilled halloumi on a platter and drizzle the lemon-garlic dressing over everything before serving.