To remove excess saltiness, soak the halloumi in cold water for 2 hrs, or overnight. Cut the halloumi into 4 long pieces and thread onto metal skewers, or wooden ones that have been soaked for 10 mins. Drizzle with the oil, then sprinkle with the oregano and a good grind of cracked black pepper.
Heat an outdoor barbecue, or use a hot griddle pan. Grill for 2-3 mins each side, then serve with the sauces (see 'goes well with', below right).