Thread the halloumi cubes, cherry tomatoes, courgette pieces and onion chunks onto the skewers, alternating ingredients. Place the skewers in a dish and drizzle with olive oil and white balsamic vinegar. Let marinate for a few minutes.
In a bowl, mix together the basil, parsley, coriander, garlic, lemon juice, and olive oil. Season with salt and pepper, and mix well.
Grill the skewers over medium heat, either in a pan or on a barbecue at 180°C (350°F), for about 4–5 minutes per side, until the halloumi is golden and the vegetables are slightly tender.
Top the skewers with the herb sauce just before serving. Enjoy hot.