Heat oven to 400 (200C) and line a baking tray with parchment paper if cooking the skewers inside. Alternately if, you are cooking outdoors on a grill, make the skewers up according to this recipe and cook for around 5 minutes on each side until done.
Cut the haloumi cheese into ¾ inch cubes.
Cut the chicken breasts into strips approximately ½ an inch wide and 5 inches long and place in a mixing bowl with the 2 tablespoons of olive oil, lemon zest and oregano. Season and mix well.
Make the skewers threading in a S-shape starting with the end of a chicken strip, then a piece of haloumi, chicken again, then haloumi finishing with chicken.
Place a frypan over a medium to high heat and cook the skewers with olive oil for about 2 minutes on each side before transferring to the baking tray. You will need to do this in 2 or more batches. Place them in the oven and cook for about 8 minutes until done.