1. Preheat the oven to 200C/400F/gas mark 6. Cut the fennel into fine strips and place in a baking tray. Thinly cover with olive oil (about 2 tbsp) and place in the oven for 1015 minutes.
2. Meanwhile, put the balsamic vinegar and sugar into a pan and bring to the boil. Leave to simmer for 10 minutes to make a syrup.
3. In another pan, heat a small amount of olive oil just enough for a very thin film. Cut the halloumi cheese into thin slices and place in the hot oil for a few minutes until lightly browned, shaking the pan from side to side occasionally to prevent sticking.
4. Take the syrup off the heat. Remove the fennel from the oven and allow to cool briefly.
5. Place the rocket salad into a serving dish and add the fennel. Season with salt, freshly ground black pepper and a few drops of olive oil, and toss.
6. Place the salad and fennel on the plates, add the halloumi cheese on top, and drizzle the syrup around the edges.