The pair's characters Tyrone Dobbs and Kirsty Soames are currently at the centre of a dark domestic violence storyline, which has seen Tyrone endure attacks from his unstable partner on a number of occasions.
Speaking to TV Times, Halsall admitted that he tries to look after Gumede once the cameras stop rolling on a difficult scene.
Halsall explained: "When Natalie plays Kirsty in her abusive mode, she does a lot of hyperventilating and whips herself up into a right frenzy on set. When she's in full force, it's scary and I really feel it.
"I run off to get Natalie a cup of tea and a chocolate biscuit to get her blood sugar back up, as she's quite dizzy and shaky afterwards."
Kirsty's antics take a new twist next week when she schemes to injure Fiz Stape (Jennie McAlpine) at Underworld. However, Tyrone is sceptical when Fiz accuses Kirsty.
Halsall said: "When Fiz tells Tyrone that Kirsty injured her, he doesn't believe it. Until now, she's only hurt Tyrone. If he found out she'd done something to a friend, it would be his worst nightmare. He's blinded by his love for Kirsty and can't believe she would hurt Fiz."
Reflecting on the abuse plot in general, he continued: "When I found out about the storyline, I was like, 'Wow!' I was humbled that the Corrie bosses came up with this with me in mind.
"We worked with charities and I met a man who'd been the victim of domestic abuse in real life. It was a very severe case and it made me realise I had to do the story justice. This subject is taboo, but the good thing is that people are talking about it now."
Coronation Street continues tomorrow (November 15) at 8pm on ITV1. Get the Inside Soap magazine on your iPhone or iPad