Preheat oven to 375 degrees F. Preheat grill to medium-high heat. Rub ears of corn with oil and season with salt and pepper. Grill over medium-high heat 10-15 minutes, turning occasionally. When cool enough to handle, carefully cut kernels off cobs with a sharp knife.
Butter a 1-quart casserole or souffle dish and dust with one tablespoon cornmeal. In a large saucepan, heat milk with some salt and pepper to just boiling. Gradually whisk in one cup of cornmeal. Cook over heat for 2 minutes, whisking constantly. Pour into a large mixing bowl and set aside to cool off a little.
Meanwhile, beat egg whites with an electric mixer until stiff peaks form. When cornmeal mixture has cooled off some, stir in mustard, corn kernels, jalapeno and egg yolks. Stir in cheese and nutmeg. Fold egg whites into corn mixture and turn into buttered dish. Bake 45 minutes until puffed and golden.