Halos in HDR are usually caused by aggressive local contrast or microcontrast settings during tone mapping. The best fix is often to back off those settings and reprocess the image until the halo is reduced while keeping the look you want.

If you already like the HDR result overall, a practical cleanup method is to blend in one of the original bracketed exposures—often the mid-tone frame—and mask in the sky or other affected areas. This replaces the haloed region with a more natural one while preserving the HDR look elsewhere.

So the two main approaches are:

1. Reprocess the HDR with lower microcontrast/local contrast.
2. Use layer masking to blend an original exposure into the haloed areas.

For skies, masking in the original exposure is often the quickest and most natural-looking solution.