Preheat an oven. Place sliced red onion and corn in a baking dish. Drizzle with olive oil, then sprinkle with ground cumin and Kosher salt. Stir well.
Wedge the block of feta into the center of the baking dish, then add scallions, jalapeños, cilantro leaves, and shredded Cheddar cheese, ending with the cheese on top. Do not stir.
Transfer to a preheated oven and cook until the feta is warm and melty.
Carefully use a spoon to stir everything together, making a smooth, cheesy dip. Garnish with additional scallions, jalepeño (if using), and cilantro.
Serve immediately with some fresh lime juice squeezed on top, pita chips, crackers, or crostini. We recommend serving pickled jalapeños on top.