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Halve the courgettes lengthways, then thickly slice. Cut the onion into wedges and separate into pieces. Thread the halloumi, cherry tomatoes, courgettes and onion onto eight skewers. Cover and chill the kebabs until you are ready to cook (You can do this up to half a day ahead.)
To make the baste, mix together the olive oil, lemon juice, thyme, mustard and seasoning. (This can be made ahead and chilled too.)
Preheat the barbecue or grill and arrange the kebabs on the rack. Brush with the baste, stirring it first to make sure the ingredients are blended. Cook for 4-5 minutes, turning often, until the cheese begins to turn golden and the vegetables are just tender. Serve while still hot with warm pitta bread.