1. In a large bowl, combine butter, orange zest, lime zest and lemon juice. Beat with a handheld mixer or a wooden spoon until blended. (Butter can be prepared up to 2 days in advance. Cover and refrigerate; remove from fridge 15 minutes before serving to soften.)
2. Preheat a gas grill to medium-high. Brush corn with a small amount of olive oil and grill, turning often, until slightly charred in spots and soft, 5 to 10 minutes. Season with salt and pepper. Place on a large platter and top with a small scoop of butter. Serve remaining butter on the side.