Soak wooden skewers in water for 20 minutes to prevent burning during the grilling process.
Cut the halloumi cheese, red bell pepper, zucchini, and red onion into uniform 1-inch cubes for even cooking.
In a small mixing bowl, whisk together the olive oil, lemon juice, dried oregano, garlic powder, sea salt, and black pepper.
Thread the shrimp, halloumi cubes, and vegetable pieces onto the prepared skewers, alternating them for a colorful presentation.
Brush the skewers generously on all sides with the lemon-herb marinade, ensuring everything is well-coated.
Preheat a grill or a cast-iron grill pan over medium-high heat and lightly grease with a small amount of oil.
Grill the skewers for 3-4 minutes per side until the shrimp is opaque and pink and the halloumi has developed beautiful golden char marks.
Remove the skewers from the heat and serve immediately while the cheese is warm and the vegetables are tender-crisp.