Working with 1 ear of corn at a time, carefully pull back the husks, leaving them attached at the stem end. Remove and discard the silks, then replace the husks around the ear. Soak the ears in cold water to cover for at least 20 minutes and then drain.
Prepare a medium-hot fire in a grill.
Carefully pull back the husks from each ear and, using paper towels, dry off the kernels. Rub the oil evenly over the kernels and replace the husks.
Place the corn in a mesh grill griddle. Cook, rotating the ears a quarter turn every 3 to 4 minutes until the husks are browned and the kernels are just tender, about 15 minutes.
In a small bowl, stir together the mayonnaise and cayenne pepper. Lightly spread each ear of corn with the mayonnaise mixture, then sprinkle with the cheese and cilantro. Serve immediately with lime wedges for squeezing on top. Serves 4.
Williams Sonoma Test Kitchen
