Oil the grill rack. Reserving the marinade in the bowl for the sauce, transfer the vegetables and halloumi to the grill. Grill the corn, zucchini and onion, flipping frequently, until tender and charred in spots, 8 to 10 minutes. Grill the bell pepper, halloumi and lemon halves, flipping once halfway, until browned, 2 to 4 minutes. Grill tortillas, flipping once halfway, until lightly charred, about 1 minute.