Chop off both ends of the zucchini, then slice each into four long sticks. Shuck the corn. Lay the zucchini and corn on a baking tray, then rub them with oil, making sure they're well coated. Sprinkle with salt and pepper.
Broil (or barbecue) for 2 to 5 minutes, depending on how powerful your broiler is. Turn the corn over to make sure it cooks evenly. The zucchini should start to blacken in some spots. This is good! Broil for another 2 to 5 minutes, until the vegetables are lightly charred.
Mix the dressing in a large bowl. Taste it and adjust to your preferences.
Chop the zucchini into bite-sized pieces and slice the corn kernels from the cob. Transfer the vegetables into the bowl with the dressing. Add the crumbled cotija or feta and mix. Sprinkle popcorn over top, then dust with a little extra chili powder, salt, and pepper.