Prepare coals and light grill. Once coals have turned partly grey and are hot, place corn on grill. Cover grill. Turn corn every 2 minutes covering grill in-between turns, until grilled and slightly charred on all sides. 8 minutes total.

Place corn on baking sheet. Baste mayonnaise over corn in thin layer. Sprinkle parmesan cheese over corn, pressing slightly to adhere.

Serve warm.