To make the marinade, take a big bowl. Add yogurt, ginger-garlic paste, red chili powder, cumin powder, garam masala, pinch of saffron (if using saffron strands soak into a teaspoon of warm water for a few minutes and then add it), olive oil and lemon juice. Mix until everything is well comibed.
Cut the halloumi cheese in cubes (about 3x4 cm). Add them to the marinade. Coat it well from all sides and keep it aside for a few minutes, until you cut the vegetables.
Cut the paprika and onion into 3x3 cm squares. Keep aside.
Put a pan on medium heat and add some olive oil. When the pan is heated, add the halloumi pieces and cook on this side without moving them for about 3-4 minutes.
When the halloumi pieces turn brown from this side, move around to change sides. Cook them to until brown from at least 2 sides. Remove from the pan and keep aside.
Add your chopped vegetables into the bowl with the leftover marinade. Mix to coat the vegetables well with the marinade.
Add your vegetables to the pan on medium heat and cook, stirring continuosly for about 4-5 minutes until they turn glossy. Do not overcook them otherwise they will turn soggy. Remove from pan immediately.
Take a few skewers (about 12 cm long). Insert a piece of paprika, followed by a piece of onion, then a halloumi cube, then a piece of paprika, then an onion. Vary the colors to make the skewers look colorful and more appetizing.
To make the chutney dip, add a few teaspoons of this coriander and green chili chutney to the yogurt. Mix well and transfer to a serving bowl. Arrange the skewers on a serving tray. Serve along with the chutney dip.