Method
Build a medium-hot fire in a charcoal grill or heat a gas grill to high. Brush grill grate with oil.
Combine chile powder and cayenne in a small bowl.
Season mayo with lime zest and salt
Grill corn, turning occasionally with tongs, until cooked through and lightly charred, about 10 minutes.
Remove from grill and immediately brush each ear with 1½ tsp. mayonnaise.
Sprinkle each with 1 Tbsp. cheese and a pinch of chile powder mixture.