Special equipment: a Bundt pan
Preheat the oven to 350 degrees F.
Heat a grill pan over medium heat. Brush the corn with olive oil and grill, turning occasionally, until well browned, about 10 minutes. Set aside to cool slightly.
One at a time, place each cob on the thin end of a Bundt pan hole and, using a sharp knife, remove the corn kernels from the cobs, cutting downwards so the kernels fall into the base of the pan.
Put the corn kernels in a bowl with the cream, sliced butter, hot sauce and some salt and pepper, then mix together. Tip into an 8-by-8-inch dish and bake until brown and bubbling, 25 to 30 minutes.