Cut the Halloumi cheese into 1/3-inch slices and sprinkle some pepper on top. Dredge the slices in flour. Beat the egg in a shallow dish and set aside.
In a large, non-stick skillet melt 1 tbsp of butter with olive oil on medium high heat. Dip the floured cheese in the egg and transfer onto a hot pan. Fry the slices for about 1 minute on each side, until the egg starts to brown.
Reduce the heat to medium and remove the cheese.
Add the wine, lemon juice and capers to the pan and give it a stir. Cook the sauce for a few minutes and add the remaining butter and parsley. Return the cheese to the pan and turn off the heat.
Plate the cheese and serve with the sauce poured on top.