Is it permissible to address a pilgrim as "Ya Hajj" (O Pilgrim) or "Ya Hajjah" (O Pilgrimess) after the Hajj, and is that considered showing off?

Naming a person with what they love is religiously encouraged, and naming them with what they dislike is a sin. Scholars have agreed on the prohibition of naming a person with what they dislike, and the permissibility of referring to them by that if it is for the purpose of identification to someone who only knows them by it. It is also encouraged to use a nickname that its owner likes. This includes the permissibility of calling someone who has performed Hajj "Al-Hajj" (the Pilgrim), unless there is a fear of conceit or showing off.