In a bowl, whisk together the marinade. Season with salt and pepper (keeping in mind that halloumi is already rather salty).
Cut the halloumi int 2cm cubes, the pepper & onion into chunks.
Place the chopped veggies, tomatoes and halloumi cubes and into the bowl and toss gently with the marinade. Cover and refrigerate for at least 10 minutes and up to 4 hours in advance.
Transfer the veggies and marinade to an oven-proof dish then roast them in a preheated oven (at 180°C) for 20-25 minutes. Alternatively, transfer the veggies into a silicon basket and roast them in an air-fryer for about 15 minutes, until they look golden.
Meanwhile, rinse the lentils and put them in a large bowl. Add the olive oil and lemon juice then toss well.
Fold in the roasted vegetable, including the cooking juice. Toss gently. Taste and season with salt and pepper to your liking.
Finally, fold in the chopped parsley and serve.