Heat your grill to medium-high heat for 5-10 minutes. In the meantime completely shuck your corn so there is no husk remaining. Rinse each corn cob with cold water and pat dry.
Once the grill has been thoroughly heated, place the corn cobs directly onto the grill grates. Set a timer for 5 minutes, and rotate the corn 90 degrees every 5 minutes, until all sides have a good amount of char and the corn is cooked. This should take about 20 minutes total. Remove corn from the grill.
After the corn has cooled slightly (just a minute or two), cut each cob in half widthwise. With your hands, coat each of the 8 pieces with mayo (about 1 teaspoon per half cobb), using your fingers to distribute the mayo evenly across the surface of the corn and into the crevices.
Sprinkle each half cob with roughly ½-1 teaspoon of the tajin seasoning to taste. Set all cobs on a serving plate, and evenly sprinkle the cotija and then cilantro on top of the corn cobs. Serve immediately.