Halloumi in Blankets
Preheat the oven to 180°C/356°F.
Lay one sheet of puff pastry out and evenly spread the harissa paste on top. Slice the puff pastry into 12 even strips. Repeat for your other roll of puff pastry.
Roll up one stick of halloumi in one strip of puff pastry. Place the pre-cooked halloumi blankets on a baking tray (baking paper is optional here). Repeat for the remaining halloumi pieces.
Beat two egg yolks together and brush the puff pastry with a coating of egg wash. Season with salt and sprinkle your fennel seeds over the top. Bake for 30 minutes, until golden.
Serve the Halloumi in Blankets with your fresh tzatziki and enjoy!