Cut halloumi and bread into big cubes and dump into a bowl. Add whole mushrooms as well. Season the halloumi, bread, and mushrooms with salt, pepper, paprika, and a little lemon juice. Add a big spoonful of pesto and mix it all together.
Thread the bread, halloumi, and mushrooms onto skewers (if using wooden skewers, you should first soak them in water for a little bit so that they don’t burn). Then place under the grill and remove once the halloumi and bread are coloured but not burned.