Brush pumpkin with 1 tablespoon of oil. Combine another tablespoon of oil with marinade in a shallow bowl. Add haloumi and turn to coat. To make dressing, place vinegar and mustard in a bowl. Gradually whisk in remaining olive oil. Season to taste.
Preheat a chargrill, barbecue or frying pan on high. Cook pumpkin for 5 minutes each side, until golden. Place on a microwave-safe plate and microwave for 2 minutes at 100 per cent, until tender. Cook haloumi for 2 minutes each side in same pan on medium-high heat, until browned and soft.
Toss rocket with dressing and arrange in serving bowls. Top with haloumi and pumpkin. Scatter with walnuts to serve.