Prepare a grill for indirect heat. If using a charcoal grill, build the hot coals on one side only. If using a gas grill, heat one side only to medium-high heat.
Place the corn in a large bowl with well-salted water and let soak for up to an hour.
Meanwhile, add the anchovies to a large bowl and mash with a fork until a paste forms. Add the butter, Ranch Rub, paprika, garlic, lemon zest and lemon juice and continue to mash until completely combined. Set aside.
Remove the corn from the salted water and place over indirect heat. Cook, turning, until tender, about 5 minutes. Move the corn over direct heat to give it a little char, about 1 minute per side.
While the corn is still hot, spread lots of ranchovy butter all over it with a pastry brush. Serve immediately.
(Alternatively, you can bake the pre-soaked corn on a baking sheet in a 350 degree F oven until tender, about 7 minutes, then broil it for 45 seconds to give it some char.)
Combine all the ingredients in a medium bowl and mix well. Makes about 3/4 cup.