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1. Bring a large pot of water to a boil. Add the penne and cook at a rolling boil until just tender. Drain, rinse under cold water, drain again and set aside in a large bowl.
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2. Preheat the oven to 350 degrees F.
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3. Bring the milk just to a boil in a heavy saucepan and set aside.
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4. Meanwhile, melt the butter in another heavy saucepan. Add the flour, and whisk over low heat for 5 minutes. Do not brown. Remove from the heat.
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5. Add the hot milk to the flour mixture, and whisk well. Add 1/2 teaspoon of the paprika, season with salt and pepper, and return the pan to the heat. Cook over medium heat, whisking constantly, until the mixture thickens, 5 minutes. Add to the penne, and toss well to coat the penne completely.
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6. Butter a 13 x 9 x 2-inch flameproof baking dish, and fill it evenly with the penne and sauce.
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7. Distribute the grated cheese evenly over the penne, and sprinkle with black pepper and additional paprika.
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8. Place the dish on a baking sheet, and bake until hot, 20 to 25 minutes.
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9. Place the dish under the broiler, 4 inches from the heat, until the top is slightly golden and bubbling, 3 to 4 minutes. Serve immediately.