Preheat grill and a grill pan (for shrimp) on medium-high.
Combine cilantro, salt, black pepper and cayenne pepper in a medium bowl; whisk in olive oil. Add shrimp and toss to coat. Set aside.
Rub ears of corn generously with cold butter (easier to coat the raw ears of corn evenly). Set aside.
Whisk first four dressing ingredients together (mayonnaise through lime juice) in a medium bowl; add salt to taste.
Mix all slaw ingredients in a large bowl. Add desired amount of dressing (save some to drizzle over corn) and toss to coat.
Grill corn for 8 to 10 minutes, until tender, turning a couple of times to char evenly.
At the same time, arrange shrimp in a single layer on preheated grill pan. Grill 2 to 3 minutes on each side, until shrimp are cooked through.
When done, remove corn and shrimp from grill. (Don't worry if they're not done at exactly the same time. This salad is great at room temperature.)
When corn is cool enough to handle, carefully cut kernels off with a sharp knife.
To serve: spread slaw evenly on a serving platter. Pile corn kernels in one area and grilled shrimp on another. Drizzle dressing over corn. Sprinkle crumbled cotija evenly over salad along with cilantro and green onions if desired. Serve.