Prepare a charcoal grill or heat a gas grill to high. Brush grill grate with oil. Combine chipotle chile pepper and ground cayenne pepper in a small bowl.

Grill corn, husks still in tact, turning occasionally with tongs, until cooked through and lightly charred, about 10 minutes. Remove from grill and carefully peel back the husks and tie at the end to use to hold the corn while eating. Immediately brush each ear with 1½ teaspoon of the Sir Kensington Mayonnaise. Sprinkle each with 1 tablespoon cheese and a pinch of chile pepper mixture and chopped chives. Squeeze 1 lime wedge over each ear and serve.