Heat grill to 350 - 375 degrees.
Add all of the ingredients, except for the shrimp, to a food processor and pulse 5 - 7 times. Set aside.
In a dutch oven over medium heat, melt 3 T of butter.
Add the grits and stir to “toast” for 1 - 3 minutes until they smell nutty.
Add 1 C of water and 1/2 C milk. Simmer and stir continuously until the liquid is mostly absorbed, about 10 minutes.
Add remaining 1/2 C milk, water, sea salt and pepper and continue to stir until the grits are creamy, but not too liquid. Cover and remove from heat while you grill the shrimp.
Skewer the shrimp and brush with half of the spicy marinade.
Grill for 3 - 5 minutes, turning once, until done.
When ready to serve, add 1 T butter and 3 T milk to the grits. Stir through.
Divide the grits between bowls or plates, top with grilled shrimp and drizzle with spicy marinade. Serve immediately.