In a small bowl, whisk together the olive oil, lemon juice, garlic, oregano, salt and pepper. Place the halloumi cubes in a shallow dish and pour the marinade over top. Cover and refrigerate for at least 30 minutes.
Preheat an outdoor grill to medium-high heat.
Thread the halloumi cubes and watermelon cubes onto skewers. Grill for 4 to 5 minutes per side or until lightly charred.