Grilled Halloumi Sandwich with Watermelon Relish

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8 ounces halloumi cheese, sliced 1/4- to 1/3-inch-thick

Olive oil, for drizzling

4 potato rolls, preferably Martin's 

1 cup diced watermelon 

1 tablespoon minced fresh basil 

1 tablespoon minced fresh mint 

1/2 minced shallot 

Kosher salt and freshly ground black pepper 

2 cups baby arugula 

Juice of 1/2 lemon 

1/4 cup prepared black olive tapenade