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Cut halloumi into similar sized chunks to the mushrooms. Hold a skewer and rosemary stick together and thread some cheese and mushrooms through both (this will make the skewers more stable when cooking). Repeat until everything is used up. Grind over black pepper, drizzle with olive oil and set aside until ready to barbecue.
Zest and halve the lemons, then mix the zest with the parsley and a squeeze of juice. Set aside.
To cook the skewers, simply place over hot coals and turn two or three times – they will take 5-10 mins to cook. Char the lemon halves, cut side down, at the same time. Serve lemons alongside skewers for squeezing over, scattered with the parsley mixture.