Spear the halloumi, peppers, shallots and mushrooms, alternating each, onto 4 metal skewers (if using wooden skewers soak them for 30 minutes first to prevent burning). Arrange in a shallow dish and set aside.
Whisk together the dressing ingredients, adding the chilli flakes sparingly unless you like things spicy. Drizzle most of the dressing over the skewers and turn to coat. Marinate for 10 minutes.
Heat the barbecue to medium-high (or use a griddle pan over a medium heat if not barbecuing). Cook the skewers for 4-5 minutes, then turn and cook for a further 3-4 minutes, until the vegetables start to soften and char around the edges. Take off the barbecue – the metal skewers will be very hot, so be careful – and drizzle over the remaining dressing.