To make the yogurt sauce, mix the mayonnaise, Greek yogurt and lime zest, and juice in a small bowl. If you want to add a little heat to the sauce, you can add the pickled jalapenos.
To prepare the corn, brush it withhoney andsprinkle black pepper to taste.
Preheat the grill to 280°C for 5 minutes, and then adjust the temperature to 200°C.
Place the corn on the frying pan and grill for 20 minutes.
Serve warm, drizzled with the yogurt sauce, and sprinkled with lime zest.