Preheat your grill or grill pan to medium-high heat.
In a mixing bowl, whisk together the olive oil, lemon zest, lemon juice, minced garlic, thyme, and black pepper.
Add the cubed halloumi and optional veggies to the bowl and gently toss to coat evenly.
Thread the halloumi (and veggies, if using) onto soaked wooden skewers.
Grill the skewers for about 2–3 minutes per side, or until grill marks appear and the cheese is golden and slightly crispy.
Serve hot with a sprinkle of extra lemon juice if desired.