Heat the oven to 220 C / 425 F. Cut the peppers into 3 cm strips and the onion into 8 wedges, then slice the halloumi 1 cm thick and halve each slice.
In a 4-quart / 3.8 L mixing bowl, toss the peppers, onion, dry chickpeas and unpeeled garlic with 2 tbsp olive oil, the smoked paprika, cumin, salt and pepper. Spread in a single layer on a 33 x 46 cm / 13 x 18 inch rimmed sheet pan, leaving small gaps between pieces.
Roast for 20 minutes, until the pepper edges are blistered and starting to darken and the chickpeas look dry and slightly crisp.
Toss the halloumi with the remaining 1 tbsp olive oil and nestle the slices among the vegetables. Roast for 15 minutes more, turning each halloumi slice once after 8 minutes, until the halloumi edges are golden brown and the peppers have dark charred spots.
Squeeze the soft garlic out of its skins and mash it into the pan juices with the juice of half the lemon. Toss gently, scatter the parsley over the top, and serve within 10 minutes with the remaining lemon wedges.