Remove and slice into 1/2-inch pieces. I love the salty taste of halloumi so I prefer not to soak. Soak the halloumi in water for 30 minutes or up to 24 hours to remove the salty taste. Allow the halloumi cheese to grill without touching it. However, if you find the kind you have to be too salty, the soak will help alleviate that. Brush the cheese with olive oil and place onto a medium hot grill for 2 minutes on each side, or until marked. Tips for making grilled halloumi.