1a If grilling, grill corn, bell pepper, and zucchini: Prepare your grill for high, direct heat. Oil the grill grates.
Rub a little olive oil over the bell pepper. Place the red pepper and the corn (in their husks) directly on the grill grates. (See our method for grilling corn-on-the-cob.) Cover the grill.
Turn corn occasionally, so that every part of the husk is blackened. Also turn the red bell pepper occasionally until the skin has blistered up all around it. This should take 15 to 20 minutes.
When the corn and peppers are about 5 minutes away from being done, rub olive oil over the zucchini pieces and place the zucchini pieces directly on the grill grate, cut side down. Turn them over after a few minutes when they have some nice grill marks on them. Let them cook for just a minute or two on the other side.
1b If cooking on the stovetop, sear corn and zucchini: If you don’t have a grill, you can prepare the vegetables on the stove-top: Shuck the corn and use a knife to remove the kernels from the cobs. If you don’t have fresh corn, you can easily use frozen.
Coat the bottom of a large, sturdy relatively stick-free (can use cast iron) pan with a little olive oil. Heat the pan to high. Spread out the corn kernels on the pan. If frozen, they will defrost almost immediately. Don’t stir them that much, just let them cook, stirring occasionally, until they start to toast. When they get a little browned, remove them from the pan to a bowl.
Lay the zucchini pieces on the pan and brown on both sides, do not over cook, remove from pan. The bell pepper does not need to be cooked, it can just be seeded and chopped fine.
2 Finish prepping the red pepper: Place charred bell pepper in a bowl and cover with a plate so that it steams in its own heat. Once the bell pepper has cooled a bit, remove the charred peel.
Cut open the pepper, remove the seeds and stem. Chop the bell pepper into small pieces.
3 Cut the kernels from the corn cob: Let the corn cool down for a few minutes and pull back the husks.
Take a small bowl and turn it upside down in a larger bowl. Stand the corn husks vertically, tip facing down, on top of the upside down small bowl. (You can also use the center of an upturned bundt pan.)
Use a sharp knife to make long, downward strokes, removing the kernels from the cob, as you work your way around the cob.
4 Chop zucchini: Slice the grilled zucchini again lengthwise and chop into small pieces.
5 Assemble and serve the salad: Place grilled or toasted corn kernels, chopped bell pepper, chopped zucchini, red onion, cilantro, and serrano (if using) into a large bowl.
Add the cumin, olive oil, vinegar or lime juice, and crumbly cheese (if using). Mix gently. Salt and pepper to taste.
Serve cold or at room temperature.