Cut Halloumi into approx. 4 wide, long strips. Pluck off the oregano leaves. Strip rosemary needles from the stalks. Mix herbs, olive oil and coarse pepper. Sprinkle cheese with it and let it stand for about 30 minutes.
Meanwhile cut the peppers in half lengthwise, clean and wash them. Remove cheese from the marinade. Pin 1 paprika half and 1 cheese strip each with a long skewer. Turn on the hot grill for about 5 minutes. Serve with pickled peppers