Veggies and Cheese:
Preheat a grill to medium-high heat.
For the marinade: Whisk together the oil, vinegar, mustard, basil, honey, salt, pepper and garlic in a small bowl. The marinade can be made 2 days in advance and kept in the refrigerator.
For the veggies and cheese: Place the mushrooms, tomatoes, squash and zucchini in a plastic bag and pour the marinade over. Marinate for 3 to 4 hours.
Remove the vegetables from the marinade, reserving any leftover marinade. Thread each type of vegetable all onto 1 skewer to ensure proper cooking time for each vegetable. Place the zucchini, squash, pepper and mushroom skewers on the grill first. Grill, turning once, until the vegetables have charred and softened, 8 to 10 minutes. Grill the halloumi and cherry tomatoes, 3 to 4 minutes.
Once the vegetables are cooked, transfer them from the skewer to a bowl. Toss with extra marinade. Serve the vegetables with toothpicks and the Spicy Avocado Dill Dip.
Spicy Avocado Dill Dip:
Mash the avocado with a fork in a medium bowl. Add the sour cream and whisk until well combined. Stir in the dill, scallions, garlic, jalapeno, salt and black pepper. Chill in the refrigerator for about 30 minutes. Serve with chips or vegetable crudites and garnish with a few sprigs of fresh dill.