Oil and spices. Whisk olive oil, half of the cajun spice, half of the paprika spice, garlic and onion powder, salt, and pepper to taste in a small bowl.
Place each cob on a piece of foil. Brush each corn generously with the mixture. Wrap the corn in foil. If you have extra oil-spices mixture left, you can brush the corn later, right before brushing with the mayo sauce.
Bake for 30 minutes at 425 F. If you like the corn soft, remove it from the oven after 30 minutes, brush it with more oil-spice mixture, and bake another 20-25 minutes until the kernels are tender.
Prepare the mayo sauce while the Cajun corn is baking. In a small bowl, mix the mayo, sour cream, leftover cajun and paprika, lime juice (or squeeze it later directly on the corn as needed), salt, and pepper to taste.
Take the corn out of the oven. Let it cool slightly. Brush it with the leftover oil mixture (optional) and mayo mix all over it. You can enjoy it as it is or follow the grilling instructions below.
Tip: If you're looking to get the corn slightly charred without using a grill, a grill pan is a great choice. Transfer the baked corn to a lightly greased grill pan and grill all sides until charred. Just be careful not to overcook it!
Before serving, sprinkle the corn with parsley, add crumbled feta or cotija cheese, and add more cajun seasoning. Serve warm!