1. Heat up a griddle pan and set it to a high temperature. Get out your courgettes and aubergines and slice them into thin strips, then get your onion and cut it into 8 wedges - finally, cut the halloumi into 8 slices.
2. Using a brush, apply some oil onto both sides of the aubergines and season with salt and pepper. Now, grill them for 2-3 minutes on each side, or until you can see they are tender and have grill stripes on them (ensure there isn't too much on the griddle at any one time - if necessary, cook everything in batches). Once you've done this, take them off and keep them warm while you repeat the process with the courgettes. After this, toss the onion with the vinegar before grilling as before, then grill the halloumi for 10-20 seconds on both sides. Finally, cut your rolls in half and toast them for 20 seconds on the griddle pan, sliced side down.
3. While everything is grilling, get a bowl and mix together the yogurt and chilli sauce.
4. Place the courgettes, aubergine, halloumi and onions onto the base of a bun to make the burger, and then add the chilli yogurt and rocket. Finally, put the top of the bun on and then serve.