How to Make It
Cut halloumi into 16 (1-in.) pieces. Cut radicchio wedges into bite-size pieces, keeping stacks of lettuce leaves together. Thread halloumi and radicchio onto 8 (6-inch) skewers.
Heat a grill pan coated with cooking spray over high. Grill skewers, turning once, until lightly charred, 3 to 4 minutes. Transfer to a serving platter.
Bring shallot, water, vinegar, honey, oil, cornstarch, red pepper, and salt to a boil in a small saucepan over medium-high. Cook, stirring occasionally, until reduced to about ⅓ cup, 3 to 4 minutes. Drizzle sauce over skewers.