Heat a grill or cast-iron grill pan to medium heat. While the grill is heating up, brush corn with olive oil, and season generously with salt and pepper.
Grill corn for 10-12 minutes, or until it starts to get grill marks, being sure to turn occasionally so all sides of the corn get nicely charred. This step may take longer or shorter, it just depends on how much corn you're grilling and also the size.
Once finished grilling, arrange corn on a platter, top with freshly grated lime zest, juice, cilantro, crumbled feta, and more salt and pepper to taste. Serve warm!