Preheat the oven to 200℃/400F fan, 220℃/425F or Gas Mark 7.
In a roasting dish, put the onion, butternut squash and garlic and drizzle over the oil, the paprika and plenty of salt and pepper. Toss everything so it's all coated. Bake for 30 minutes, uncovered.
Add the orzo, vegetable stock, cherry tomatoes and pesto. Mix well and then sit the cubes of halloumi on top.
Bake for 15-25 minutes, uncovered until the halloumi is golden and the orzo is cooked through. (Check at 15 minutes, the orzo cooking time can vary depending on the brand. Return to the oven if it needs longer. If it's drying out, add a splash of water.)
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Stirring: This dish could sometimes benefit from a stir once the orzo has been in the oven for 10-15 minutes, but I try to avoid it as it means stirring the halloumi in rather than it staying crispy on top. If you think it needs a stir, try to do it carefully to leave the halloumi on top if you can!