Put the bulgur wheat in a bowl. Sprinkle a pinch of salt over it. Cover with 2 cups of boiling water and let stand for about 20 minutes, or until bulgur is al dente or soft. When bulgur seems done, drain and squeeze remaining water. Set aside.
In the meantime, cut cherry tomatoes in halves and bell pepper into strips. Put them in a bowl, drizzle a splash of olive oil over them and season with salt and pepper. Mix until vegetables are evenly coated with the oil and the seasoning. Cut Halloumi cheese into 1/4 inch slices.
Place vegetables and Halloumi cheese next to each other on a baking sheet and place in the middle rack of the oven. Grill for about 20 minutes, or until Halloumi cheese turns golden brown at the edges. Take out the oven. Set aside.
Roughly chop the almonds. Toast in a dry pan for 5-10 minutes, shaking the pan from time to time to ensure even toasting. Set aside.
Place cooked bulgur on a serving dish. Stir in the cilantro pesto. Then combine with grilled vegetables and Halloumi. Sprinkle the almonds on top. Serve immediately.