Heat a gas or charcoal grill to medium-high heat, around 400°F.
Brush corn and frozen pierogies (no need to thaw) with oil. Sprinkle with salt and pepper.
Place corn and pierogies on the grill and cook for about 10 minutes until corn is lightly charred and tender, and pierogies have grill marks and are cooked through. Turn both the corn and pierogies frequently to prevent them from burning. Corn will cook faster than pierogies, so be sure to remove the ears as they finish cooking.
Meanwhile, whisk together sour cream, mayonnaise, lime juice, garlic, and salt in a small bowl.
Cut corn kernels from the ears and toss together with grilled pierogies, jalapeño, scallions, and sour cream dressing in a large serving bowl. Sprinkle with crushed arbol chiles, cilantro leaves and Cotija cheese and serve.