Lightly coat the corn with butter, then place on a grill (indirect heat). You can also skip the butter and grill the corn "naked".
Grill the corn for approximately 10 minutes, turning it every minute or two to produce some charred kernels.
While the corn is grilling, combine the chili powder and mayonnaise in a small serving dish. Stir to combine.
Place the other ingredients (cojita cheese, limes, smoked paprika, cilantro) into separate small serving dishes.
Remove the corn from the grill and coat the corn with the chili mayonnaise. Squeeze lime juice on the corn, then sprinkle the other ingredients on the corn to taste.
Notes
No grill? No problem. Roast the corn in the oven (400 degrees Fahrenheit) for approximately 30 to 45 minutes. Then follow the remaining steps as above.