Place whole corns ears, husk and all, unshucked, into a large pan.
Pour enough water in pan to fully submerge all ears.
Soak corn for a minimum of 60 minutes.
Remove corn from water, Shake and drain off excess moisture.
Heat a gas or charcoal grill to medium heat.
When grill is hot, place corn on grill. Cook for 10 minutes. Rotate ears 1/3 turn. Cook for 10 more minutes. Rotate ears 1/3 turn more to cook the uncooked part of the ears. Cook another 10 minutes.
Remove corn from grill and allow to cool slightly, enough to handle comfortably.
In a medium bowl, add mayonnaise, chili powder, juice of 1 lime. Mix well with a whisk.
Taste. Add salt and pepper, to taste.
When corn has cooled, remove husks and silks from corn. (One option is to leave the husk attached to one end of the corn to act as a "handle" for serving and eating, but you can remove them completely, if you wish.)
Using a pastry brush, coat corn with an even layer of chili lime mayonnaise.
Pour cheese out on a work surface or large platter. Roll in the grated cheese.
Dust lightly with chili powder and sprinkle with cilantro.
Serve warm with lime wedges.