Pat the halloumi dry with paper towels and slice it into 1/3-inch thick pieces.
Preheat a grill or grill pan to medium-high (about 400°F). Brush halloumi with olive oil. Place on the grill and cook for about 3-4 minutes per side.
Remove the halloumi from the grill immediately and serve warm. Enjoy on its own or as part of a light appetizer plate.