Preheat your oven to 425°F.
In a large bowl, toss the halved Brussels sprouts with olive oil, chili powder, smoked paprika, garlic powder, salt, and black pepper until evenly coated.
Spread the Brussels sprouts on a baking sheet in a single layer. Roast in the preheated oven for 20-25 minutes, or until they are golden brown and crispy, stirring halfway through.
In the last 5 minutes of roasting, add the corn kernels to the baking sheet.
While the Brussels sprouts and corn are roasting, mix the mayonnaise, lime juice, and hot sauce (if using) in a small bowl.
Once the Brussels sprouts and corn are done, remove them from the oven and let them cool for a few minutes.
Drizzle the mayonnaise mixture over the roasted Brussels sprouts and corn, then sprinkle with cotija cheese and chopped cilantro before serving.