Heat oven to 500^. Rub the corn with the 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 cobs.
Lower the oven temperature to 375^. Butter a 1 quart soufflé dish or glass baking dish. Set aside. 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 clean bowl with an electric mixer, beat the egg whites until they just hold stiff peaks. Gently fold egg whites into cornmeal mixture until just combined. Pour batter into the prepared dish and bake in middle of oven until puffed and golden, about 40 minutes.