Oct 14, Fried halloumi cheese is a tasty and simple recipe; it makes a quick, delicious appetizer or snack. Brush the cheese with olive oil and place onto a medium hot grill for 2 minutes on each side, or until marked. Remove and slice into 1/2-inch pieces. Sprinkle with oregano. Drizzle the olive oil on top and squeeze the lemon juice over the cheese. Aug 30, While simply grilling or pan-frying halloumi is delicious, I decided to kick our favorite Greek cheese up a bit in this recipe with some rich roasted.