Preheat oven to 350°F
Preheat grill to medium-high. For an extra smoky flavor, wrap a handful of applewood or mesquite chips in a foil packet and cut slits in the foil to allow smoke to escape. When the grill is fully heated, toss the packet on the coals (on a charcoal grill) or very near the burner (on a gass grill). Clean and oil the grates.
Arrange the vegetables over heat (place pepper with skin sides down). Keep an eye on them and turn now and then. You're looking for a light char on the corn, and blackened skins on the peppers.
Transfer vegetables to a plate and allow to cool. Remove the charred skin from peppers and dice. (It's okay if all the skin doesn't come off.)
Remove the corn from the cob.
Cook the pasta according to package directions. Drain, but do not rinse, and transfer to a greased baking dish (2 to 2 1/2 quarts).
While pasta is cooking, melt butter over medium heat in a heavy sauce pan. Add the shallots and cook for 2 minutes.
Add flour to butter and stir to form a thick paste. Add a 1/2 cup of the dairy to the flour paste and stir until the paste is incorporated into the diary. Add the remaining dairy and continue stirring until the bechamel is thick and slightly bubbly.
Add grated cheese to the bechamel sauce and remove pan from heat. Gently stir until cheese is mostly melted. Add Worcestershire sauce and mustard, then stir until the sauce is thick and smooth. Fold in the corn and peppers. Pour the sauce over the pasta, coating it completely.
Bake in the oven for about 15 minutes, until the mixture begins to bubble. Serve immediately.