Preheat your grill to medium-high heat. If you prefer, you can also roast the corn in an oven at 400°F (200°C) for 25 minutes, wrapped in aluminum foil.
Husk the corn and discard the husks. Rinse the corn under cold water to remove any silk and pat dry with a paper towel.
Place the corn directly on the grill or in the oven. Grill for about 10-12 minutes, turning occasionally until charred and tender.
While the corn is grilling, in a medium bowl, combine mayonnaise, sour cream, Cajun seasoning, smoked paprika, and a pinch of salt and pepper. Mix until fully blended.
Once the corn is cooked, remove it from the grill and allow it to cool for a couple of minutes.
Brush the Cajun mayo mixture generously onto each ear of corn using a basting brush.
Sprinkle the crumbled Cotija cheese and chopped cilantro over the corn, ensuring an even coating.
Serve the corn hot with lime wedges on the side for squeezing over the top.
Notes
For extra flavor, you can add more Cajun seasoning to taste.