Heat oven to 425°F. Toss zucchini planks with 1 tablespoon oil, salt and pepper and arrange in one layer on a sheet pan.
Roast for 20 to 25 minutes, turning halfway, until tender with browned edges. Mix harissa and honey in a small bowl.
Pat halloumi dry. Heat the remaining teaspoon oil in a nonstick skillet over medium-high heat and sear four planks at a time for 2 to 3 minutes per side until golden; repeat with the other four.
Toast sourdough lightly on both sides under the broiler. Spread the harissa honey thinly across four bottom slices.
Layer each with two hot halloumi planks, roasted zucchini and arugula. Close with remaining bread, cut in half and serve four sandwiches immediately while the cheese is warm.