Coat grill grate and corn, bell peppers, and shallot with cooking spray. Add vegetables to grill. Cook corn 14 minutes, turning after 7 minutes. Cook bell peppers 10 minutes, turning occasionally. Cook shallot 8 minutes, turning after 4 minutes. Remove vegetables from grill; cool 5 minutes.
Cut corn kernels from ears and place in a bowl. Cut bell peppers into 3/4-inch pieces; add to corn. Chop shallot; add to corn mixture. Add parsley, oil, vinegar, salt, and pepper to corn mixture; toss. Sprinkle with cheese.