Wearing plastic gloves, cut each of the prickly pears in half and then into quarters. Remove the skins if preferred, taking care with the small, hairy spikes.
Thickly slice the haloumi and put one quarter in the centre of each serving plate. Arrange the prosciutto and prickly pear on top of the haloumi with the watercress or mizuna. Sprinkle the chilli over the plates with salt and pepper and the lime juice. Scatter olives around the plate and add the chervil.
Make the dressing by mixing the oil, orange juice, vinegar and crushed chilli. Just before serving, drizzle a little of the dressing over the salad and serve at once.