Place lamb on a large plate or tray. Combine marinade ingredients in a small bowl with freshly cracked black pepper. Place capsicum and haloumi in a large bowl and add a little of the marinade, toss to coat evenly. Brush remaining marinade over the lamb.
Heat a BBQ to medium hot and grill lamb for 4 minutes per side. Remove lamb to a clean plate and allow to rest.
Grill haloumi for 1-2 minutes per side, grill capsicum until char marks appear.
Return haloumi and capsicum to the bowl and squeeze lamb and vegetables generously with lemon. Serve with salad leaves, tomato and bread.
Once you've cooked the lamb on both sides, stack them up next to each other on their sides so the edges can get crisp as well. Stacking them next to each other means they hold each other up.
Cook haloumi just before serving as its best while still warm and soft. It will firm up on cooling. You can also put it back on the BBQ to soften up again if need be.