I'm mexican and i have to say i never had tried my elote (what we call this dish in spanish) with yogurt. It adds protein and healthy cultures, but perhaps bc i grew up with only adding mayo, i opt for not adding the yogurt. Also you dont have to grill it if you dont have a grill or skillet. You can boil it and it still comes out great. Lime is optional but really good too.
Mexican Grilled Corn
From EatingWell: July/August 2008
Street vendors across Mexico sell this style of roasted or grilled corn—topped with mayonnaise, chili powder and Cotija cheese. You can serve the unadorned corn on a platter with small bowls of the sauce, cheese and lime on the side so everyone can make their own.