You certainly could! Just keep an eye on them as they cook as the heat of a BBQ is more unpredictable than on the stovetop so they may take less (or more) time depending on how hot your BBQ is. In this case, you could either heat the honey harissa sauce in the microwave for 30 seconds and then pour it over the BBQ'ed halloumi on a serving plate, or mix it with the halloumi in a separate bowl once the halloumi is grilled.