To make the pickles, place shallots in a small bowl and pour over apple cider vinegar (enough just to just cover them). Stir, and then add the rest of the ingredients. Allow the shallots to pickle for at least 10 minutes. Can be made a day ahead and allowed to pickle in the refrigerator overnight.
Heat a barbecue, grill or frypan until hot. Coat the halloumi slices in a couple small glugs of extra virgin olive and gently cook the halloumi for 1 minute or each side, or until golden on both sides. Cover with foil to keep warm.
Take a large platter and arrange the rocket leaves all over it. Scatter over the watermelon cubes, cucumber, and torn basil. Tear the halloumi into smaller pieces and add it, along with some drained pickled shallots, to the salad. Squeeze over the lime juice, drizzle over some extra virgin olive oil and season with sea salt and black pepper. Serve immediately.