Slice the halloumi into 1/4-inch thick rectangles and slice the bell peppers and zucchini into long, flat strips.
In a small bowl, whisk together the Greek yogurt, lemon juice, garlic powder, and dried oregano to create the zesty spread.
Heat a grill pan or outdoor grill over medium-high heat and lightly coat with a touch of oil spray if needed.
Grill the halloumi slices for 2-3 minutes per side until golden brown grill marks appear and the cheese is softened.
Grill the bell peppers and zucchini for 4-5 minutes, turning occasionally, until they are tender and slightly charred.
Toast the sprouted grain bread slices until crisp and golden.
Spread the zesty yogurt mixture generously over both slices of toasted bread.
Layer the grilled zucchini and bell peppers on one slice, top with the grilled halloumi, and drizzle with balsamic glaze.
Season with sea salt and black pepper, then close the sandwich and serve immediately.