Preheat the oven to 400 degrees F (200 degrees C).
Combine butter and dill in a bowl to form a paste. Rub paste evenly on each ear of corn and wrap individually in aluminum foil. Arrange on a baking sheet.
Bake in the preheated oven for 20 minutes.
Remove corn from the oven and carefully open each packet. Sprinkle corn evenly with blue cheese. Return corn to the hot oven and bake until melted, about 5 minutes more.