Take the lamb out of the fridge to allow it to come to room temperature.
Preheat oven to 180ºC. Toss the capsicum, pumpkin and red onion with 2 tbsp of the oil and spread on a lined baking tray, cooking for 25 minutes or until golden brown. Add the haloumi pieces to the tray and drizzle with balsamic vinegar. Bake the vegetables and haloumi for a further 15 minutes or until the haloumi is golden brown.
Place a large frying pan over a high heat. Rub the lamb with the remaining oil and cook for 2 minutes on both sides or until browned (lamb does not need to be cooked).
Rub the browned lamb with rosemary and place in a roasting dish in the oven for 15-20 minutes or until cooked to your liking. Remove from oven, cover loosely with foil and allow to rest for 10 minutes.
Slice the lamb and serve with roasted vegetables, haloumi and basil leaves. Serve with a green salad