Grill ears of corn on over medium-high heat on a gas grill for about 10-15 minutes turning occasionally to prevent burning. Make sure you get a nice char, but don't over-do it. Allow corn to cool down slightly.
Cut peppers and onion, and place in a large bowl. Cut corn off the cob and add to bowl. Gently toss ingredients. Crumble cheese and add Cilantro Lime Vinaigrette. Chill until ready to serve.
Right before serving, gently toss in the avocado and season with salt and pepper.