This is one of my go-to make ahead sandwiches for events. I've done this a few years running for teacher appreciation lunches at school and do for potluck picnics as well.
Halloumi cheese doesn't seem to have hit the big time yet in the US, but is very popular across the Eastern Mediterranean, from Greece into the Middle East. It's the cheese that squeaks when you bite it and, when grilled retains its shape, rather than just melting into an unmanageable pool of goo.
The recipe is infinitely adaptable--I often use a lot of store-bought, prepared ingredients for this: jars of grilled vegetables in olive oil, such as peppers, zucchini and artichoke, and mild, but flavorful, red-pepper spreads, such as Yugoslavian Ajvar as well. However, you can easily grill your own vegies or make your own red pepper spread. —innoabrd
rolls, preferably something fresh and with a bit of crust, like a ciabatta
Slice your rolls nearly all the way through, but not quite. This makes it easier to keep the sandwich intact as you schlep to your picnic.
Heat either a grill pan or some form of electric grill with an actual grill, as opposed to a griddle. Slice the halloumi into 1/4" thick slices and grill, turning once, to leave nice brown grill marks on both sides. Set aside to cool a bit.
Assemble the sandwich with a schmear of pepper spread on each side, a layer of halloumi and a bit of the grilled veggies. I find it's best to go easy on the veggies, perhaps just one nice piece, rather than piling them on.