Step 1Preheat barbecue hotplate or grill pan to medium-high. Spray mushrooms, capsicum and haloumi with olive oil. Drizzle mushrooms with balsamic vinegar.
Step 2Grill capsicum for 10 minutes, turning halfway, or until tender. Add Portobello mushrooms halfway through cooking time; cover with foil and cook for 5 minutes, turning halfway, or until soft. Remove and cover with foil to keep warm.
Step 3Grill the sliced haloumi for 1 minute, turning halfway, or until just golden but still soft. Remove from the pan.
Step 4Top the base of each roll with rocket, mushroom, haloumi and capsicum. Drizzle each with basil pesto and top with sourdough roll lid, to serve.