Before you start, preheat oven to 220°C (or 200°C fan bake).
Prep haloumi and place in a medium bowl with BBQ spices. Toss to coat and set aside.
Prep capsicum, onion, lettuce and tomato. Set aside separately.
Heat oil in a large fry-pan on medium-high heat. Add capsicum and onion and cook for about 6 minutes, until golden and tender. Transfer to a medium bowl.
Return pan to medium-high heat with oil. Add haloumi and cook for about 2 minutes each side, until golden.
Prep buns and place on an oven tray. Cook in oven for 1-2 minutes each side, until toasted.
Serve buns filled with garlic aioli, lettuce, veggies and haloumi.