Grill or roast the whole red peppers until they just begin to soften. Skin if preferred. To open each pepper, make a cut down one side, trim the tops and bottoms and discard the stalks and cores.
Place a slice of halloumi in the middle of each strip of pepper. Sprinkle each with chilli, oregano, olive, lemon zest and juice. Fold the pepper around the halloumi, secure each parcel with kitchen string and gently press with your hand to flatten slightly.
Preheat a barbecue or griddle pan and cook for 5 minutes on each side until the peppers begin to char and the cheese is slightly softened and golden at the edges.
Tip: To prevent scorching, the kitchen string must be soaked in water before use.
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