How can I reduce the sodium/salt in Halloumi?
Soaking Halloumi might get rid of a bit of the salt in the cheese that's close to the outer surface, but it isn't going to do much for you. Chopping it up will increase the surface area and allow more salt to be drawn out, it's still not going to make it that much less salty. If you have concerns about salt intake then there is lower salt halloumi sold in places, however that doesn't taste like much. 

A little halloumi goes a long way, you could just eat small amounts of it or pair it up with something else. I barbecued pineapple and halloumi skewers this past weekend with a 2:1 ratio of pineapple to halloumi and it was a very good balance. Everyone ended up eating one or two chunks of halloumi in the end, so really overall a moderate amount of salt.