Char corn cobs (in husk) directly on the BBQ grill or over a gas flame, turning, until husks are blackened and corn is cooked, about 12 minutes. Cool, peel, slice kernels off.
Combine corn kernels, capsicum, onion, chilli, coriander, lime juice, olive oil and salt. Toss. Add avocado just before serving.
Score the snapper diagonally on both sides 3 times each, just into the flesh. Season inside and out with salt and pepper.
Stuff the cavity with lemon slices and thyme. Brush the skin with olive oil.
Heat the BBQ or grill to medium-high. Oil the grill bars. Grill snapper 7-8 minutes per side, turning once carefully.
Test by lifting the flesh near the bone with a knife: it should be opaque and flake easily.
Serve whole on a board with the charred corn salsa, lime wedges, and warm tortillas if you like.