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Preheat the oven to 500°F. Cut the halloumi into cubes approximately a half-inch thick and about one inch in length. Cut the bison sirloin steak into one-inch square cubes.
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Stretch the bacon so it has an even thickness from top to bottom. Cut the bacon into six-inch strips.
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Take one piece of sirloin, one piece of halloumi, and a strip of bacon. Press the halloumi against the sirloin, then wrap the bacon around both pieces. Secure the end of the bacon with a toothpick. Arrange the bison bites on a greased baking sheet. Sprinkle Parmesan cheese onto the tops of each one.
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Bake for 10-12 minutes, or until the bacon has turned red and the halloumi is sweating and browned on top. Be careful not to overcook the bison - it should still be pink in the center.
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Sprinkle the remaining Parmesan cheese on top of the cooked bison and garnish with fresh parsley. Serve hot and enjoy!