In a small saucepan, melt butter or margarine. Stir in mustard, horseradish, Worcestershire sauce, and lemon pepper seasoning.
Place each ear of corn on a 13x12 inch piece of HEAVY DUTY aluminum foil. Drizzle with butter mixture. Wrap loosely, leaving space for the expansion of steam, and seal.
Grill over medium coals for 15 to 20 minutes, or until corn is tender. Small ears will take less time, and larger ears may take more. Carefully unwrap foil, and serve.
