Preheat your grill or grill pan to medium-high heat.
Cut the halloumi cheese, chicken breast, red bell pepper, zucchini, and red onion into uniform 1-inch cubes.
In a small bowl, whisk together the olive oil, smoked paprika, garlic powder, sea salt, and black pepper.
Place the chicken and vegetable pieces in a large bowl and toss with the spice oil until evenly coated.
Thread the chicken, halloumi, and vegetables onto skewers, alternating the items for a variety of flavors on each stick.
Place the skewers on the hot grill and cook for 10-12 minutes, turning occasionally, until the chicken is cooked through and the cheese has golden grill marks.
Remove from heat and serve immediately while the halloumi is warm and soft.