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It's quicker on the grill. You don't need to soak the corn at all. Soaking leads to steaming. You'll get some smokey flavour if you char the husk (if you leave it on).
Smoking usually takes an hour or so. You can remove all the husk and use foil. Spread butter on the cobs and sprinkle with rub. You can use oil instead. You can wrap bacon around the cob.