In a bowl, mix together the softened butter, olive, oil, lemon zest & juice, Cayenne pepper, garlic, salt, and oregano.
Cut four sheets of foil, each big enough to wrap a single cob of corn.
Take some of the butter and seasoning mix, and dollop it on each piece of foil.
Place the cobs of corn on the seasoning and roll them in it. Add more – using up to about half of the seasoning mix.
Wrap the cobs in the foil, and twist each end to seal.
Place on a medium high grill, and cook for about 15 minutes, turning every two or three minutes.
Carefully unwrap the corn, and place them directly on the grill. If it’s very hot, you’ll want to use an upper shelf if you have one.
Continue to cook, turning frequently, and basting with the remaining lemon/butter/seasoning mix.
Cook for another 10 to 15 minutes, until the corn is slightly charred and softened.
Drizzle with any remaining butter mix, sprinkle with parsley, and serve immediately.