Heat the grill to medium-high.
Using a slotted spoon, remove the vegetables and cheese from the marinade. Place on a rimmed baking sheet. Arrange the romaine lettuce on the baking sheet and pour the marinade over it, being sure to coat all sides and allow the marinade to seep down into the lettuce leaves. Season with salt and pepper.
Grill the onion, artichoke, halloumi and peppers for 4 to 6 minutes per side, or until charred. Grill the romaine lettuce and tomatoes, whole and on the stem, for 3 to 4 minutes, or until charred.
To serve, place a half romaine heart on a plate. Arrange a quarter of the artichokes, halloumi, peppers and tomatoes around the romaine. Sprinkle with the chopped olives, then drizzle with additional olive oil and the balsamic glaze.
Nutrition information per serving: 450 calories; 270 calories from fat (60 percent of total calories); 30 g fat (14 g saturated; 0 g trans fats); 60 mg cholesterol; 30 g carbohydrate; 8 g fiber; 11 g sugar; 19 g protein; 1450 mg sodium.