Preheat oven to 400 degrees. Line a rimmed cookie sheet with aluminum foil, shiny side facing up.
Place corn on the baking sheet and brush all sides evenly with the mayo. Sprinkle with the salt, pepper, and chili powder. Bake for 30-35 minutes, turning the corn every 10 minutes, until tender and slightly charred.
Remove corn from oven and cut kernels off the cob into a large bowl. Add the lime juice, feta cheese, and sliced green onions and toss gently. Season with more salt and pepper, if desired. Serve warm immediately, or chill and serve cold — both ways are delicious!