Place a large skillet in the oven and preheat to 375°F.
Add the olive oil and swirl to coat the pan.
Add the garlic and corn and return the pan to the oven.
Roast for about 20 minutes. Toss frequently so that the corn browns but does not burn.
While the corn is cooking, place the mayonnaise, cayenne pepper, lime juice, and lime zest in a mixing bowl and whisk until smooth.
Fold in the cilantro.
When the corn is lightly browned, remove from the oven and add to the bowl with the mayonnaise mixture.
Fold together gently.
Serve topped with the crumbled cheese.
