Roast the peppers over a flame or in a dry skillet, turning with tongs as needed, until charred all over. Put roasted peppers in a plastic bag and let sit until skin rubs off easily; remove skin. Cut a slit in 1 side of each pepper to create a pocket; pull out ribs and seeds. Set peppers aside.
In a frying pan, melt butter and add corn, green onions, and oregano. Saute until onions are soft and corn is cooked (about 5 minutes). Stir in crema and cotija, then season, to taste, with salt and pepper. Add shrimp to mixture, if using, and spoon filling evenly into peppers.
Wrap peppers in foil and place in the embers of a burnt-down fire to warm through (about 15 minutes). Or, arrange peppers in a baking dish, cover with foil, and bake in a preheated 350 degree oven about 15 minutes.