Heat grill on medium heat. Remove husk and silk from ears of corn. Add ears of corn to grill and shut the grill lid. Open lid and turn corn every few minutes to keep from burning, about 15 minutes.
Lay butter in each serving dish, or on a medium size plate. Add 3 tablespoons of crumbled cheese on top of butter and sprinkle with pepper.
Remove hot corn from grill and lay each ear on top of the butter, cheese and pepper mixture. Push down and roll the ears of corn into butter mixture so that the corn is coated on all sides. Top each ear of corn with remaining crumbled cheese.