Run a knife down the ears of corn to remove the kernels.
Heat oil in a nonstick skillet over medium-high heat. Add corn kernels. Sprinkle with chili powder, cumin, salt, and pepper. Stir in 3 tablespoons cotija cheese and yogurt. Mix well. Squeeze juice from 1/2 of the lime on top. Continue to stir until kernels are cooked through, about 8 minutes total.
Cut remaining 1/2 lime into wedges. Serve corn topped with remaining 1 tablespoon cheese, chopped cilantro, and lime wedges.