Slice halloumi into 12-15 thin pieces, and dredge in flour, shaking off excess.
Brown cheese in a skillet with a little oil on both sides until golden.
Trim rolls to 8-inches long by 2-inches wide (if needed) and split open.
Line rolls with cheese and sprinkle lightly with dried oregano.
Top with other half of bread and place in a panini press or on a lightly oiled griddle or grill pan, weighted down, and heat until hot and crispy.
Open sandwiches and add lettuce, tomatoes, dressing with lemon juice and olive oil.
Serve sandwiches with olives and peppers as desired.