Cook the corn in any way you want. Grilled tastes best, but I save time by using my Instant Pot or pressure cooker. Just put a rack or steaming basket in the pot, place the corn on the trivet, and add about 1½ cups water. Enough to cover the bottom by a good ½ inch but not rise above the bottom of the trivet. Cook at high pressure for 4 minutes. Quick-release pressure manually. You can also put it into a pan of boiling water for 5 minutes or so.
While the corn is cooking, make the sauce. Combine the yogurt, feta, chilli powder and salt. Stir well.
As soon as the corn is cooked, spray with low calorie cooking spray and rub the sauce all over. Place cobs on a plate, dust with paprika and coriander. Garnish with the lime wedges and serve!