If you are using wooden skewers, make sure to soak them in water for 30 minutes. I used (12) 7 1/2-inch skewers for the quantity in the recipe.
Preheat a gas or charcoal grill on medium high heat. (You can also use a stovetop grill pan, just wait to preheat it until after you assemble the skewers.)
In a small bowl, whisk the olive oil, lemon juice, parsley, cumin, smoked paprika, onion powder, garlic powder, salt and pepper.
Stir the halloumi, zucchini, yellow squash, peppers and onions with the marinade in a large bowl, so they are all well coated.
Thread the halloumi and vegetables onto skewers.
Grill the skewers for 2 minutes per side until the vegetables and cheese are charred at the edges and have grill marks, about 8-10 minutes total.