Preheat grill to medium heat. Slice the halloumi cheese, brush each side with olive oil. Carefully place the cheese on the grill for just a few minutes on each side (about 2 to 3 minutes) until lightly browned and gently crisped, do not over-grill.
Heat the wraps individually in a dry frying pan to warm through, or warm in the microwave for 5-10 seconds.
Divide the cooked ingredients between the warmed wraps.
Pile the other ingredients in the middle of the burritos. Lay the chicken on top, then halloumi cheese and then the peanut sauce. Do not overfill the wraps or they will be difficult to close.
With each wrap, fold over two ends to cover the filling, then carefully roll over and tuck the ends under to make a thick sausage shape with the folds on the base. Keep the prepared ones warm in a low oven as you work. Cut in half, on a diagonal to serve.