Oil and spices. In a small bowl, whisk olive oil, half of the cajun spice, half of the paprika spice, garlic and onion powder, salt, pepper to taste.
It is fine if you have extra oil-spices mixture left, you can brush the corn later, right before brushing with the mayo sauce.Place each cob on a piece of foil. Brush each corn generously with the mixture. Wrap in foil.
Transfer the corn to the oven and bake for 30 minutes at 425 F. If you like the corn to be softer, remove it from the oven after 30 minutes, brush it with more oil-spice mixture and bake another 20-25 minutes.
Take the corn out from the oven, let cool slightly and brush with leftover oil mixture (optional) and finally mayo mix all over the corn. (If you want to get the corn slightly charred without using a grill, a grill pan would be a great option here. Transfer the baked corn directly to a lightly greased grill pan and let all the sides grilled until the desired result, don’t overcook it though!).
Top with crumbled feta or cotija cheese, chopped cilantro, cajun spice. Serve warm