Preheat the oven to gas 6, 200°C, fan 180°C. Mix together the cayenne, cumin, tomato purée, juice of 1 lime and oil. Place the peppers, courgettes, aubergine, onion and garlic in a roasting tin and drizzle with the tomato mix.
Put the squeezed lime halves into the tin. Roast for 20-25 minutes until the veg is golden and tender. Add the halloumi and olives and cook for a further 10 minutes until the halloumi is golden. Squeeze over the juice from the other lime just before serving.