Preheat your grill to medium-high heat. If using wooden skewers, soak them in water for 30 minutes to prevent burning.
In a large bowl, combine the olive oil, lemon juice, dried thyme, garlic powder, salt, and pepper. Mix well.
Add the halloumi cubes, bell peppers, and zucchini to the bowl. Toss gently to coat all the ingredients in the marinade. Let it sit for about 15 minutes to absorb the flavors.
Thread the halloumi and vegetables onto the skewers, alternating between the cheese and veggies.
Place the skewers on the preheated grill. Cook for about 3-4 minutes on each side, or until the halloumi is golden brown and the vegetables are tender.
Remove the skewers from the grill and serve immediately with lemon wedges on the side.