Preheat a grill pan or a grill over medium heat. If using a grill pan, cut the cheese into 1-inch cubes (if using a grill, cut lengthwise into 1-inch slices and cube after grilling). Lightly brush the halloumi with oil then cook for 5 minutes on each side, until golden brown.

Meanwhile, arrange the watermelon slices on a serving dish with one basil leaf on top of each. Place one grilled halloumi piece on top and secure with a pick. Serve immediately and enjoy!