In a blender or food processor pulse the anchovies, garlic, mayonnaise, sour cream, parsley, basil, chives, juice, salt and pepper to taste. Blend until smooth. Store in the fridge until needed.
To prepare the Pulse for direct cooking over medium-high heat (240°C-260°C), preheat the barbecue by turning the control knob(s) to high. Preheat until the barbecue reaches at least 260°C, which will take approximately 15 to 20 minutes with the lid closed.
Once the barbecue is preheated, open the lid and brush the cooking grills clean. Adjust the control knob(s) to one notch greater than medium for direct cooking over medium-high heat.
Lightly brush the capsicum, onion, corn, halloumi and bread with the olive oil. Season the capsicum, onion and corn evenly with salt and pepper.Barbecue the onion for 8 minutes, flipping halfway through. Barbecue the corn and capsicum for 16 minutes, flipping every 4 minutes so all sides are lightly charred. Once the vegetables are cooked, remove from the barbecue. Place the capsicum in a bowl and cover with cling film. Barbecue the halloumi and bread for a couple of minutes aside, and remove once they have grill marks.
Once the capsicum is cool enough to handle, remove the charred skin, the core and all the seeds. Slice the capsicum into strips. Cut the onion into quarters. Cut down the corncob, close to the core, to remove the kernels. Cut the halloumi and bread in half on the diagonal to create triangles.
Place the spinach and rocket in a large salad bowl. Add the capsicum, onion, corn kernels, halloumi and bread. Add the dressing and toss to coat. Serve immediately.