Cut halloumi into 1-inch cubes. Cut onion into 6 wedges, then peel off the outer 2 to 3 layers of each wedge and set aside. Reserve inner parts for another use.
Stir yogurt, tikka paste, garlic, and ginger together in a mixing bowl. Season with marinade salt and pepper.
Gently fold halloumi cubes and bell peppers into the marinade. Add outer layers of onion and stir to coat. Marinate at room temperature for 1 hour, or in the refrigerator for 3 hours.
Alternately thread halloumi, bell peppers, and onions onto skewers.
Lightly oil a griddle pan with vegetable oil and heat over medium heat. Add skewers and cook, turning a couple of times, until halloumi and vegetables are lightly charred in places, 12 to 15 minutes.
Sprinkle with cilantro and serve with mango salsa.