Prepare your grill for high, direct heat. Oil the grill grates. Rub a little olive oil over the bell pepper. Place corn (still in their husks) and red bell pepper directly on grill grates. Cover grill.
Turn corn occasionally, so that every part of the husk is blackened. Turn red bell pepper occasionally until the skin has blistered up all around – about 15 – 20 minutes.
For the last 4 minutes, rub olive oil over the zucchini pieces and place them 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.
Let the corn cool down for a few minutes and pull back the husks. Stand the corn husks vertically, tip facing down, in a large shallow bowl or baking dish. Use a sharp knife to make long, downward strokes, removing the kernels from the cob as you work your way around the cob.
Once the bell pepper has cooled, remove the outer peel. Cut open the pepper and remove the seeds and stem. Chop the bell pepper into small pieces. Slice the slightly browned zucchini again, lengthwise, and chop into small pieces.
Place grilled corn, bell pepper, zucchini, red onion, cilantro, and Serrano pepper into a large bowl. Add the cumin, olive oil, vinegar or lime juice, and cheese. Mix gently. Salt and pepper to taste.