Remove husk and silks from the cob.
Oil the grill grates and place corn cobs on grill.
Cook corn for approximately 15 minutes, turning every 3-4 minutes.
Remove corn from cob.
Add the roasted corn to a skillet, then add in the cream cheese, sour cream, mayonnaise and lime juice.
Stir ingredients together and heat until all the cream cheese is melted.
Garnish with cotija or feta cheese and finely chopped cilantro.
Serve straight from the skillet or serve in individual dipping bowls.