Preheat the oven to 200C/400F.
Line a medium sized baking dish with high edges with baking paper.
Create a little basket or bowl with the paper so that the sauce remains inside the paper and doesn’t spill out.
Place the halloumi atop the baking paper in the centre of the dish. Score the halloumi with a sharp knife to allow the sauce to seep into the halloumi.
In a medium bowl, whisk together the lemon juice and corn starch to form a slurry. Add the remaining ingredients and whisk to combine.
Pour the mixture over the halloumi and use a spoon to baste the halloumi with the sauce.
Place the dish in the oven for 15 minutes. Retrieve the halloumi from the oven and baste it with the sauce again. If the halloumi or sauce are looking too browned, adjust the heat as necessary.
Cook the halloumi for another 10 minutes then baste it again. If it needs more colour or the sauce hasn’t emulsified, continue cooking in 5 minute increments until the halloumi is golden brown and slightly gooey and the sauce has thickened. Serve while hot.