An extension of Cheyenne's #1 coffee house, The Paramount Cafe, The Paramount Ballroom is focused on delivering excellent service while serving up specialty craft cocktails and a vegetarian food menu with many gluten free and vegan options, featuring many local products.An extension of Cheyenne's #1 coffee house, The Paramount Cafe, The Paramount Ballroom is focused on delivering excellent service while serving up specialty craft cocktails and a vegetarian food menu with many gluten free and vegan options, featuring many local products. .