Preheat an outdoor grill for medium-high heat and lightly oil the grate.
Grill corn in the husks on the preheated grill, turning occasionally, to desired tenderness, about 15 minutes; some charring is fine. Remove from the grill. Remove and discard husks and silk when cool enough to handle. Cut kernels off into a medium bowl.
Add lime juice and chili powder, then mix in cotija cheese, cilantro, mayonnaise, and pepper until thoroughly combined. Taste and add salt if necessary.
Cook’s Notes:
I’ve used a good feta cheese when I couldn’t find cotija. Paprika can be used in place of chili powder.
You can soak the corn in the husks if you want; I don’t normally soak them.