In a bowl, whisk together the olive oil, lemon juice or vinegar, garlic and oregano. Season with salt and pepper (keeping in mind that halloumi is already rather salty).
Cut the halloumi int 2cm cubes, the pepper & onion into 2cm pieces.
Place the cut-up veggies, tomatoes and halloumi cubes into the bowl and toss gently with the marinade. Cover and refrigerate for at least 10 minutes and up to 4 hours in advance.
Thread 8 skewers with the marinated veggies and halloumi. Put them on the rack in the air fryer, then set the machine to 10-15 minutes, and cook them until tender and golden-brown. Rotate them, if possible, at least once.
If you don’t have an air fryer, put the skewers under the grill for 10 to 12 minutes or grill them in a griddle pan.