Preheat a grill to medium-high heat OR preheat a large cast iron skillet on the stove to medium high. Grill sweet corn and poblano peppers, turning occasionally until lightly charred, about 10 minutes of cooking.
Cool corn and peppers slightly, then use paper towels to rub the skin and seeds off the peppers and chop into 1/2-in cubes. Cut the kernels off the cobs and reserve 4 of the cobs. Set aside.
Heat vegetable oil in a large dutch oven or pot over medium-high heat. Add onion and saute 3-4 minutes until translucent. Add garlic and saute 1 additional minute until fragrant.
Add vegetable broth, poblano cubes, corn kernels and 4 corn cobs, potatoes, bay leaf, and cayenne to pot. Bring soup to a simmer over medium-high heat, then reduce heat to medium-low and allow to simmer 20-25 minutes until potatoes are tender. Remove pot from heat and discard corn cobs and bay leaf.
Add coconut milk to chowder and stir well until combined. Transfer 2 cups chowder to a blender or food processor and blend until smooth. Add back to pot of chowder and stir well until combined.
Season chowder with salt and pepper to taste. Ladle into bowls and top with fresh parsley if desired. Serve hot and enjoy!