Heat a frying pan over high heat. Lightly spray courgette and haloumi with olive oil, add to pan and cook for 1 minute on each side or until warmed through.
Place carrot, cabbage, yoghurt, capsicum, spring onion and garlic in a bowl. Season, then mix to combine.
Top each roll base evenly with coleslaw, haloumi, courgette and a dollop of pesto. Sandwich with roll tops and serve with your choice of healthy salad.