- Soak the corncobs in water for 15 minutes. Be sure the ears are completely covered in water.
- While corncobs are soaking, preheat the grill to medium heat (around 350 degrees).
- After the corn has soaked, remove the husks and silk.
- Place ears on the grill and rotate as needed to keep the corn from getting too charred on any one side.
- After a couple turns, place the ears on an area of the grill over indirect heat—either to the side of the grill or on the top shelf—and then close the cover. Cook 15 minutes.
- Remove the corn from the grill (CAUTION: it will be very hot).
- Brush the ears evenly with mayonnaise.
- Roll ears in Cotija cheese.
- Squeeze lime over ears and season to taste with cayenne pepper.