In a bowl, whisk together olive oil, lemon juice, garlic, oregano, and black pepper.
Add halloumi, courgette, cherry tomatoes, red onion, and olives. Toss gently to coat. Marinate for 15 minutes.
Thread the ingredients onto skewers, alternating colours and textures.
Preheat grill or barbecue to medium-high. Grill skewers for 8–10 minutes, turning occasionally, until halloumi is golden and vegetables are slightly charred.
Serve immediately, optionally garnished with fresh parsley and lemon wedges.