Preheat your oven to 400°F and line a large sheet pan with parchment paper.
Dice the red bell pepper, red onion, and halloumi cheese into uniform 1-inch cubes.
Place the broccoli florets, chickpeas, diced pepper, and onion onto the prepared sheet pan.
Drizzle the vegetables with olive oil and sprinkle with dried oregano, sea salt, and black pepper.
Toss the vegetables thoroughly to ensure an even coating of oil and spices, then spread them into a single layer.
Nestle the halloumi cubes among the vegetables across the pan.
Roast for 20-25 minutes, tossing halfway through, until the vegetables are tender-crisp and the halloumi is browned and slightly soft.
In a small ramekin, stir together the Greek yogurt and lemon juice until smooth.
Plate the roasted vegetables and halloumi, finishing each serving with a dollop of the bright lemon-yogurt sauce.