Preheat your oven to 400°F (200°C) and line a large sheet pan with parchment paper for easy cleanup.
Chop the bell pepper, zucchini, and red onion into uniform bite-sized pieces to ensure even cooking.
Slice the halloumi cheese into 1/2-inch thick rectangles or cubes.
Place the chopped vegetables, chickpeas, and halloumi onto the prepared sheet pan.
Drizzle with olive oil and sprinkle with dried oregano, smoked paprika, sea salt, and black pepper.
Toss everything together until the vegetables and cheese are evenly coated, then spread into a single layer.
Roast for 20-25 minutes, flipping the ingredients halfway through, until the vegetables are tender and the halloumi is golden brown and crispy.
While the sheet pan is in the oven, whisk together the Greek yogurt, lemon juice, and minced garlic in a small bowl to create the dip.
Serve the roasted vegetable and halloumi mixture warm with the lemon-yogurt dip on the side.