Set up your grill for two-zone cooking and establish temperature at 350 °F.
While the grill is preheating, soak the corn in water. Then, whisk together the mayonnaise, half of the cilantro, lime juice, salt, and pepper in a mixing bowl. Place this mixture in the fridge, allowing the flavors to meld.
Once the grill has reached 350 °F, place corn on the grill in the indirect heat zone, leaving the husks on for 30 minutes.
Remove from the grill and peel husks back. Be careful when doing so, the steam inside the husks is HOT! Return the corn to the grill over direct high heat and char the corn kernels. Turn often so as not to burn.
Remove from the grill and brush corn thoroughly with a thin layer of the mayo mixture.
Spoon the cotija cheese onto the corn, thoroughly coating the mayo mixture.
Then, season with bbq rub, or a simple chili powder and Tajín mixture, and finish with more cilantro and fresh lime as desired.