Preheat your grill or grill pan over medium-high heat.
While your grill is heating up, skewer your corn with metal or wooden skewers. If you are using wooden skewers, be sure to soak them in cool water for at least 30 minutes before placing them over an open flame.
Place the corn directly on the grill and grill on all sides until slightly browned and cooked through, about 10-15 minutes.
Spread a tiny amount of mayonnaise on each cob with a butter knife, making sure to coat the entire thing with a thin layer.
In a shallow bowl, add the goat cheese, garlic, jalapeños, and a dash of salt and pepper. Toss the ingredients to combine thoroughly.
Roll each skewer in the cheese mixture, pressing down where needed so that the cheese mixture adheres to the corn.
Sprinkle the corn with smoked paprika and fresh cilantro and serve immediately. Enjoy!