Halloumi is a shepherd's cheese from eastern Mediterranean. It is a firm, hand finished sheep milk cheese that can hold shape when grilled or fried but also tastes delicious fresh on its own. More Details. Product of Cyprus. Suitable for vegetarians. Comes in a 8.8oz box. Tasting Suggestions. Slice thinly and grill on both sides and serve as an appetizer. Tastes wonderful in kebabs with meat and veggies. Shave on salads or deep fry with tempura batter.