Stabilize your Kamado Joe at 550ºF to 600ºF. Place a Lodge Cast Iron Pie Pan on the grill surface and bring it to temperature.
Place the butter in the pan and quickly follow with the diced pancetta. Allow to sweat and render but do not get too much color.
Next add the shallot and garlic, agitate quite a bit, and allow the flavors to bloom. Add the cockles to the mixture. Stir to incorporate then deglaze with the white wine. Allow to reduce for 1 minute then add capers, mustard, whipping cream and fresh thyme, fully incorporate all.
Close the dome and allow to cook for 3 minutes or until the sauce has come together the cockles have opened.
Transfer to a presentation bowl all open and facing up then pour the sauce over top and enjoy!