Combine corn muffin mix, onion and chili powder. Beat egg and milk together; add to dry ingredients, mixing well. Preheat gas grill on medium setting 10 minutes. Place 10-inch heavy aluminum skillet on grill; add butter. With control on medium setting, melt butter. Turn control to low; turn corn muffin mixture into skillet. Cook 15 minutes with cover open; sprinkle cheese over top and close cover. Cook 15 minutes longer, or until center is done. Serve directly from pan with a spoon. Makes 6 servings.