Preheat oven to 425°F. Chop eggplant and zucchini into cubes of roughly the same size, slice peppers into strips, and prick the tomatoes. Place all veggies on two baking sheets lined with parchment paper, sprinkle generously with salt (as desired) and a good drizzle of olive oil. Place in the oven and roast, removing from the oven every ten minutes to stir.
While the vegetables are roasting, make the marinade: combine all ingredients in a small blender and blend on high until smooth. Pour about one-third of the marinade over the lentils and set aside.
10 minutes before the vegetables are ready, cut the halloumi into cubes, and fry in a dry, hot skillet over medium-high heat, stirring often, until golden on all sides.
Remove the vegetables from the oven, let cool slightly, then pour the remaining marinade over top, plus salt to season if needed. Fold thoroughly, taste, and adjust seasoning if desired.
To assemble bowls, add a handful of arugula to each, then the lentils, mixed vegetables, and halloumi. Add a sprinkling of fresh dill, and a few olives. Serve immediately and enjoy.