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1
Preheat the oven to 350 degrees F.
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2
Place the corn, still in its husks, directly on the oven rack and roast for about 20 minutes until the corn is soft when you press on it.
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3
Take the corn out of the oven and let it cool a little until you can handle it, or until you're ready to serve.
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4
When you're ready to eat, place a large grill pan on 2 burners over medium-high heat or preheat an outdoor gas or charcoal barbecue and get it very hot.
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5
Take a few paper towels and fold them several times to make a thick square.
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6
Blot a small amount of oil on the paper towel.
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7
Then carefully and quickly wipe the hot grates of the grill to make a nonstick grilling surface.
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8
When the grill or grill pan is hot, peel down the husks from the roasted corn and pull out the corn silk.
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9
Then tie the husks in a knot so you can hold on to the knot like a handle.
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10
Char the corn on the grill or grill pan, turning, until the kernels are slightly blackened all around and start popping, about 6 minutes.
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11
Brush the corn with mayonnaise, and sprinkle with the Parmigiano and a little cayenne pepper so it's nicely coated.
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12
Serve with lime wedges.