Is 'Pan cawn ni peint o cwrw?' wrong?
No, "Pryd" is used for questions, where as "Pan" is used in a statement.
To add an example to EllisV's explanation:
Pryd cawn ni beint? - When will we get a pint?
Byddwn ni yn y dafarn pan gawn ni beint. - We will be in the pub when we get a pint.
(Note no mutation after Pryd...? and the soft mutation after pan...)
Pryd gawn ni beint o gwrw?
I remember reading somewhere the mutation isn't necessary if it's not the first word but that it's still done in some places.