Pulse the shallots, garlic, & jalapeños until they're finely chopped. Add the herbs, lemon juice & zest, vinegar, olive oil, salt, & pepper. Blend until the sauce is smooth.
Next, brush the veggies & halloumi with oil. Season with salt, pepper, & oregano.Grill about 3-6 minutes per side until the veggies are soft & halloumi is lightly browned.
Spread the herb sauce on both sides of the buns. Then, stack a few slices of halloumi, zucchini, & peppers (or veggies of choice) on the buns. Sandwich together.
Yes! If you can't find halloumi, try paneer or grilling cheese. You can also just melt mozzarella on the buns. To make it vegan, try using tofu instead of halloumi cheese.