With a sharp knife, cut the corn off of the corn cobs.
In a high powered blender or food processor, blend the corn with the coconut milk and water until well blended and pureed.
Pass through a strainer, extracting all of the liquid. Discard the solids.
Transfer to a saucepan.
Take a few tablespoon of the corn puree and place in a small bowl. Add cornstarch and mix well until cornstarch is well mixed in with no lumps.
Add to the saucepan.
Add vanilla, salt, sugar and cinnamon.
Heat until sugar is dissolved.
Simmer on medium heat for 15 minutes, stirring frequently until pudding is thickened.
Chill in refrigerator for at least 4 hours.
To serve, garnish with freshly grated nutmeg.