Preheat stovetop or outdoor grill to medium high heat. In a medium bowl, whisk to combine yogurt, milk and ranch seasoning mix; set aside. In a medium bowl, stir to combine parmesan cheese, crushed doritos and chili powder; set aside.
Brush corn with melted butter, then grill until lightly charred, about 2-3 minutes per side. Remove corn from grill and brush kernels on all sides with the yogurt. Sprinkle over cheese and dorito mixture to coat and then drizzle over more yogurt sauce. Top corn with chives, a pinch of cayenne pepper and squeeze over lime.