Mix the shallot/onion and lime juice for the slaw in a non-metallic bowl and set aside to pickle while the cabbage cooks.
Heat the oven to 220°C/200°C fan/gas 7.
Put the cabbage wedges on a baking tray, drizzle with 2 tbsp olive oil, then roast for 10 minutes until just charred. Set aside.
Drain the shallot/onion, keeping the liquid, and set aside. Mix together the remaining slaw ingredients with the pickling liquid and some seasoning.
Just before serving, heat the remaining oil in a frying pan over a medium-high heat and fry the halloumi for 1-2 minutes on each side until golden and crisp.
Divide the slaw between serving plates, arrange the hot halloumi on top with the cabbage, shallot/onion, sliced avocado and remaining mint, with lime wedges on the side for squeezing.