In a bowl, mix the yogurt, tandoori masala, garlic, ginger, lemon juice, oil, and salt to form a thick marinade.
Toss the halloumi and vegetables in the marinade until well coated. Ideally, marinate for 30 minutes to 2 hours for deeper flavour.
Thread halloumi and vegetables onto skewers.
Preheat the grill or barbecue to medium-high. Grill for 8–10 minutes, turning occasionally, until the halloumi is charred and the vegetables are tender.
Garnish with fresh coriander and serve with lime wedges and your favourite chutney.