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Step 1
Rinse the haloumi and pat dry with paper towel. Slice the haloumi and eggplant crossways into 12 pieces.
Step 2
Preheat grill on high. Place capsicum, skin-side up, on a baking tray. Cook under grill for 8 minutes or until charred. Transfer to a sealable plastic bag. Set aside for 10 minutes (this helps lift the skin). Peel and discard skin. Cut in half lengthways.
Step 3
Meanwhile, whisk the vinegar, olives, oregano and 80ml (1/3 cup) of the oil in a small jug. Season with salt and pepper.
Step 4
Heat half the remaining oil in a large non-stick frying pan over medium-high heat. Add half the eggplant. Cook for 3 minutes each side or until golden. Transfer to a plate lined with paper towel to drain. Repeat with the remaining oil and eggplant.
Step 5
Brush a barbecue grill with oil to grease. Heat on high. Add haloumi and cook for 1-2 minutes each side or until golden.
Step 6
Place 1 eggplant slice on each serving plate. Divide haloumi, capsicum and rocket among eggplant slices. Top each stack with remaining eggplant. Drizzle over the dressing and serve.