Heat a large pot of salted water to a boil. Cook the pasta according to package directions for al dente, then drain and set aside.
Set up your grill for indirect heat. If using a charcoal grill, build the hot coals on one side only. If using a gas grill, heat one side only to medium-high heat. Heat a deep 12-inch cast-iron skillet over direct heat.
Combine the cream, paprika, cayenne and hot sauce if using in the skillet. Season with salt and pepper. Bring to a simmer and simmer until the cream mixture is reduced by half and thickened, about 5 minutes. Whisk in the cream cheese and Gouda until fully melted. Stir in the ham and cooked pasta and continue to mix until fully combined.
Stir together the panko, pecorino and scallions if using in a medium bowl. Sprinkle the panko mixture evenly over the mac and cheese. Move the skillet to indirect heat, cover the grill and cook until golden brown and bubbly, about 5 minutes.
(Alternatively, you can make the mac and cheese in a 12-inch cast-iron skillet on a stovetop over medium-high heat, then top with the panko mixture and bake in a 400 degrees F oven for 10 minutes.)