For the Sauce
Preheat the oven to 200°C fan/220°C/425°F/gas 7.
Spread the aubergine and courgette slices over a large tray, sprinkle with a little salt and set aside for 10 minutes. Gently pat the aubergine and courgette slices with paper towels to squeeze out their excess moisture, then transfer to a large lipped baking sheet. Pour over 3 tablespoons of olive oil, season with salt and pepper, and use your hands to ensure everything is well coated. Arrange in one layer, then bake for 15 minutes.
Remove from the oven and turn the vegetables around. Stir in the peppers and gently coat with the remaining olive oil and bake for a further 10 minutes until charred at the edges and softened.
Meanwhile, pat the halloumi slices with a paper towel to ensure they are well dried, and set aside.
For the sauce, combine all the ingredients in a small bowl, season with salt and pepper, and mix well. Brush the sauce over both sides of the baked vegetables.
In a 20 cm (8 in) baking dish, stack the vegetables upright, side by side, alternating between aubergines and courgettes, and tucking the halloumi and fresh tomato slices in between, ensuring they all stay upright quite tightly. Gently insert the peppers in between the vegetable and halloumi slices. Pour the water into the remaining sauce to loosen and combine well, then drizzle over the dish. Cover and bake for 25 minutes, then uncover and bake for another 12–15 minutes, or until the halloumi slices are golden. Serve immediately.
