Halloumi is made with a mixture of goat's and sheep's milk, though I think the sort you can buy in the shops here also has some cow's milk in it. It is the only cheese I know that you can grill, and I think it tastes delicious! The texture is not like ordinary cheese, but rather chewier. It is not to everyone's liking; I have a friend who refuses to eat it, saying it makes a weird noise when you chew it. Being a vegetarian it is one of my favourite things to barbeque; it turns out a lovely brown colour and, as I mentioned, tastes great.