Preheat the oven to 200°C. Place the onion, butternut squash, and garlic in a roasting dish, drizzle with olive oil, sprinkle over the paprika, and season generously with salt and pepper. Toss everything together until well coated. Roast, uncovered, for 30 minutes.
Stir in the orzo, vegetable stock, cherry tomatoes, and pesto, mixing well. Arrange the halloumi cubes on top.
Bake, uncovered, for 15-25 minutes until the halloumi is golden and the orzo is tender.
For an extra golden finish, grill for 1 minute to color the halloumi.