Preheat grill to medium-high heat.
Husk corn and remove silk. Brush all sides with oil.
Grill corn, turning often, until tender and charred, 10–12 minutes.
Stir mayonnaise, crema, lime juice, garlic, salt, and pepper in a bowl.
Slather hot corn with the creamy sauce.
Shower with cotija, chili powder, and cilantro.
Serve immediately while hot and juicy.