I was thinking about this recently too. I generally agree with OwO, though I generally don't like using U.Fl - I'd typically go for an SMA connector as the PCB mount connector. But, I think the combination of PCB-mount coaxial connector plus jumper cable with one connector being a bulkhead connector is a good approach and should achieve optimal performance, including at very high frequencies. It also allows a lot of flexibility in terms of where the connectors are placed on the enclosure and PCB, and the PCB can be used outside the enclosure by just unfastening the jumper cables. The downside, of course, is cost, since it multiplies the number of requisite coaxial connectors by 3 (compared with just 1 PCB mount connector).
Another, cheaper, solution is to use a connector that can be PCB-mounted but also extend through the chassis panel. An example of such a connector is the Molex 73251-2201, which has a long, fully-threaded body. Though it wouldn't work with the connector just mentioned, you could use straight, through-hole SMA connectors on the bottom side of a PCB, and then place the PCB just under the top of the enclosure, with the components facing down and the SMA connectors facing up. A quick search didn't yield any straight, long-body connectors like the Molex I just mentioned, but you could probably get normal body-length connectors to work. This does reduce your flexibility, since things will need to work around where the connectors need to go. Also, many of the connectors that permit this probably won't work so well at high frequencies, though with some careful EM simulation and design it might be ok.
I'd probably go with the former approach in most cases, at least when I care about the finished result, which is usually the case when I put something in an enclosure.