Cut mushrooms in half. Cut haloumi into 2 cm squares. Slice garlic very thinly. Thread alternately mushroom halves, haloumi pieces and thin slices of garlic. Drizzle with olive oil, salt and pepper and finely chopped rosemary. Place under a hot grill (or in a griddle pan) for 3-5 minutes each side. Turn over to ensure even cooking and charred vegetables.