Preheat oven to 430°F/220°C, combination steam setting. If your oven has variable steam settings, select 50% humidity. If not, don't worry! Just set to combi steam at the correct temperature and the oven will figure out the humidity for you.
Pile all ingredients except the lemon into a solid baking pan or cast iron casserole and toss gently to combine. Spread out evenly so everything is in a single layer.
Halve the lemon and squeeze the juice of one half over the food in the pan. Reserve the other half for serving.
Cook until the haloumi is sizzling and golden around the edges, and the vegetables are tender, approximately 15 minutes. Serve immediately (I use warmed bowls because this is a dish which cools down pretty fast), with the extra lemon squeezed over the top at the table.
Notes
This recipe is easily doubled. If you do this I’d recommend splitting it across two pans, so the food doesn’t get too crowded. Overcrowded vegetables = soggy dinner.
A quick note on haloumi cheese. If you’re not a regular haloumi buyer, heed my voice of experience and don’t get the cheaper, uniformly square packages you can find in most supermarkets (at least in Australia - I’m assuming it’s the same elsewhere around the world). For a little more money, grab the good stuff, which will be a bit bumpy and uneven looking in the pack. The best varieties are made with a mix of cow’s and sheep’s milk, or straight sheep’s.
As I mentioned above, you can mix up the vegetables you use here to include a similar total quantity of whatever you like, as long as they’ll cook in roughly 15 minutes. That means root vegies should be cut a little smaller, while something like broccoli or cauliflower can be left in large bite-sized florets.
Finally, if you’re using the zucchini as specified below, it will get quite soft. If you’d prefer it firmer, add it once the rest of the food has been in the oven for five minutes.