Heat the oven to 425°F. Lightly coat a large, shallow baking dish with olive oil. Bring a large pot of salted water to a boil.
Roast the peppers by turning them over the flame of a gas burner until the skins are charred or by putting them under a broiler, turning until all sides are well blistered. Peel off the skins, core and seed the peppers, and cut the flesh into thin strips.
In a large skillet, heat about 3 Tbs. olive oil over medium heat. Add the onion and cook, stirring occasionally, until it begins to soften. Add the peppers, season with salt and pepper, and sauté until soft and fragrant, about 5 minutes. Add the tomatoes and cook another 5 minutes. Turn off the heat and add the thyme and capocollo. Mix and set aside.
In a medium bowl, combine the ricotta, cream, nutmeg, and orange zest. Season with salt and pepper and whisk until smooth (you can do this in a food processor if you like).
Cook the cavatappi until al dente. Meanwhile, in a small bowl, toss the grated Pecorino with the breadcrumbs. Season with salt and pepper and add a drizzle of olive oil. Mix well.
Drain the pasta well and return it to the pot. Add the pepper mixture and toss. Add the ricotta mixture and toss again, tasting for seasoning. Pour the pasta into the baking dish. Top with an even coating of the breadcrumb mixture and a drizzle of fresh olive oil. Bake uncovered until browned and bubbling, about 15 to 20 minutes. Serve right away.