Preheat grill to medium.
Remove the leaves and the bottom of the stem, so your cauliflower head (1 large) is able to stand up on your cutting board.
Use a sharp knife to remove the rounded edges of the cauliflower on 2 sides, then cut the cauliflower into 4 thick cauliflower steaks.
Brush each side of the steaks with oil.
Cover and grill over direct heat for 5-6 minutes or until the cauliflower begins to char.
Flip, cover, and repeat on the other side.
Check the tenderness of the cauliflower with a fork. If you'd like the cauliflower to be softer, move it to indirect heat and continue to grill covered until it's soft to your liking. I usually cook over indirect heat for another 10 minutes.
Remove cauliflower from the grill brush the steaks with mayonnaise.
Sprinkle with chili powder (1 teaspoon), crumbled cotija (1/2 cup), and fresh cilantro (1/3 cup).
Squeeze lime juice over the top of each, and enjoy!