For the skewers:
Clean the lamb of any residual fat or sinew and cut into 1½-inch chunks. Set aside. Cut the halloumi into 1½-inch chunks and set aside. Wash the cherry tomatoes and set aside.
Combine the next 9 ingredients in a large plastic bag or casserole dish. Place the lamb, halloumi and cherry tomatoes in the bag or dish, toss to coat and allow to rest for 12 to 24 hours.
For the chimichurri:
Combine all ingredients except for the olive oil in the bowl of a food processor. Pulse a few times until well incorporated. Do not overmix—a smooth texture here isn’t ideal.
Pour the contents into a bowl and pour the olive oil over the herb mixture. Let the mixture sit at room temperature for up to 4 hours.
Before serving, whisk the oil and herb mixture together. It will not completely emulsify, but that’s okay.
Once the cheese, tomatoes and lamb have marinated, thread them onto either metal or wooden skewers that have been soaked in water—alternating pieces of cheese, tomatoes and lamb. Heat a grill to medium-high heat.
Place the skewers on the grill and cook until the cheese and lamb are slightly charred and the lamb is medium rare—about 4 to 5 minutes per side or until desired doneness is achieved. Serve immediately drizzled with the chimichurri.