Place the hazelnuts into a small saucepan over medium heat, and shake the pan until the nuts turn golden and fragrant, about 3 minutes. Remove from heat, and set aside. Mix the orange zest, orange juice, cream cheese, and honey in a bowl until well combined.
Grill the pineapple slices on the preheated grill until the slices show brown grill marks and the fruit is hot and juicy, about 3 minutes per side. Serve 2 slices per plate with a generous dollop of sweetened cream cheese and a sprinkling of toasted hazelnuts on each serving.