Pre-heat the oven to 425°F.
In a small bowl, whisk together 2 tbsp. olive oil, ½ of the Cajun spice, ½ of the smoked paprika, 1 tsp. onion powder, 1 tsp. onion powder, salt and pepper, to taste.
Place each of the 4 ears of corn on its own piece of aluminum foil.
Brush each cob generously with the oil and spice mixture, ensuring all sides are coated.
Wrap each corn cob securely in the foil.
Transfer the corn to the oven and bake for 30 minutes; for a softer corn, bake for an additional 20 to 25 minutes.
While the corn is baking, using a medium bowl, mix together the 4 tbsp. mayonnaise, ⅓ cup sour cream, the remaining Cajun spice and the remaining smoked paprika; mix to thoroughly combine.
To the above mixture, add 1 tbsp. lime juice, salt and pepper, to taste; again, mix thouroughly.
Once the corn is done baking, take it out of the oven, unwrap and allow to cool slightly.
Generously brush each cob with the prepared mayonnaise sauce.
Top each cob with the ½ cup crumbled feta or cotija cheese and the 1 tbsp. chopped cilantro.
Sprinkle with the optional 1 tsp. chipotle or chili powder, if desired; serve warm.
