Preheat oven to 500 degrees F.
Rub the corn with olive oil and season with salt and pepper. Arrange the corn on a baking sheet and roast, turning once, for 15 minutes. When cool enough to handle, cut the kernels from the cob.
Lower the oven to 375 degrees F. Butter a 1-quart souffle dish or glass baking dish. In a medium saucepan, heat the milk until just boiling. Slowly add the cornmeal, whisking constantly. Cook the mixture, whisking, until thick and smooth, about 2 minutes. Transfer to a bowl and season with salt and pepper to taste. Let cool slightly. Stir in the egg yolks and mustard and combine well. Stir in the corn and cheese.
In a bowl with an electric mixer, beat the egg whites until the just hold stiff peaks. Gently fold egg whites into cornmeal mixture until just combined. Pour batter into prepared dish and bake in middle of oven until just puffed and golden, about 40 minutes.