Wrap the cheese. Working one piece at a time, wrap a bacon strip snugly around the center of each halloumi cube, leaving the ends of the cheese exposed so they can caramelize and pick up grill marks. Place each wrapped bite seam-side down in the oiled ceramic casserole dish (if baking) or on a tray while you work (if grilling). No toothpicks are usually needed if you place them seam-side down, but you can use them if you prefer.
Season lightly. Arrange the wrapped halloumi bites in a single layer in the ceramic dish or on a grill-safe pan or grill mat if using the grill. Brush or dab any remaining olive oil lightly over the exposed halloumi ends if they look dry, then sprinkle the bites with freshly ground black pepper. The bacon and halloumi are already quite salty, so additional salt is usually unnecessary.
Cook on the grill. Place the bites seam-side down over indirect or medium heat so the bacon fat can render without burning. Close the lid and cook for about 10–14 minutes, turning once or twice with tongs, until the bacon is deep golden and crisp and the exposed halloumi edges show light grill marks and caramelization. Move any pieces that brown too quickly to a cooler spot on the grill.
OR cook in the oven. If baking, place the ceramic casserole dish on the middle rack and bake for 18–22 minutes, turning the bites once halfway through, until the bacon is browned and crisp and the halloumi edges are golden with some caramelized spots. If needed, broil for 1–2 minutes at the end to deepen the color, watching closely so the bacon does not burn.
Rest briefly and serve. Transfer the bacon wrapped halloumi bites to a warm ceramic serving dish, spooning a little of the rendered bacon fat over them for extra gloss and flavor if you like. Let them rest for 3–5 minutes so the cheese firms slightly and the bacon crispness sets, then serve hot while the centers are still warm and squeaky.
