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1
Place all of the ingredients in a blender or food processor and process on high until smooth, about 1 minute.
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2
Refrigerate in a container with a tightfitting lid for up to 1 day.
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3
Heat a grill to medium (about 350 degrees F to 450 degrees F) and rub the grates with a towel dipped in olive oil.
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4
Combine the tomatoes, cheese, and onion in a large bowl and season generously with salt and pepper.
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5
Add 1/2 cup of the marinade and gently toss to coat.
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6
Reserve the remaining marinade.
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7
Thread 1 tomato quarter, 1 piece of halloumi, and 1 onion wedge onto a skewer, followed by another tomato quarter and another piece of halloumi.
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8
Repeat to make 6 skewers.
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9
Place the skewers in a large, shallow dish, pour any marinade in the bowl over the skewers, cover, and let marinate in the refrigerator for at least 15 minutes and up to 12 hours.
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10
Remove the skewers from the dish, allowing any excess marinade to drip away before placing them on the grill.
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11
Cover the grill and cook, turning the skewers every 2 minutes, until the vegetables are tender and charred and the cheese is soft, about 6 to 8 minutes total.
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12
About 3 minutes before the skewers are finished, brush the romaine with olive oil, season it with salt and pepper, and place it cut-side down on the grill.
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13
Cook until slightly wilted and charred on the cut side, about 3 minutes.
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14
To serve, transfer the grilled romaine, kebabs, and olives (if using) to a large serving platter.
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15
(If desired, remove the cheese and vegetables from the skewers and chop all of the salad ingredients.)
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16
Drizzle a few tablespoons of the remaining marinade over the salad, passing any leftover marinade on the side.