Presoak 6 wooden skewers, if not using metal ones.
Cut the pepper, halloumi into chunks. Cut the courgette into 1 cm thick slices.
Put these together with the tomatoes into a large mixing bowl.
Put the herbs, garlic, lemon juice, shallot and caper into a small food processor and blend until you get a textured paste. Taste it and adjust the seasoning.
Add half of the paste to the vegetables and cheese, then toss well.
Thread the vegetables and cheese chunks onto the skewers, about two of each per skewer.
Put the skewers onto a medium hot BBQ or use a griddle pan. Cook for about 15 minutes, until charred, turning regularly.
Serve the skewers with the remaining sauce.