In a medium sized pot, bring water, milk, and salt to a boil.
Add the grits and whisk to combine. Decrease the heat to low and cover the pot with a lid. Whisk occasionally to avoid lumps. Cook until creamy, about 20-25 minutes, adding more water as necessary to prevent grits from getting too thick.
Once creamy, remove the pot from the heat and mix in the cheese. Serve warm. If not serving immediately, you may need to add more liquid. Grits will continue to thicken as they sit.
Season the shrimp with 1/16 tsp of salt, black pepper, and Creole seasoning.
Heat a large skillet over medium-high heat and add 2 teaspoons of oil. Once hot, add the shrimp and cook, stirring often, until they just turn pink, about 3-4 minutes. Transfer the shrimp to a bowl – they will finish cooking later in the sauce.
Heat the remaining 2 teaspoons of oil in the same skillet and add the green onions, bell pepper, and garlic. Season the vegetables with 1/16 tsp of salt and cook until softened, about 4-5 minutes.
Add the flour or cornstarch. Cook for 1 minute, then add the stock and simmer until the sauce thickens slightly, about 1-2 minutes. Stir in the lemon juice.
Add the shrimp back to the pan and stir to combine. Cook another 2-3 minutes, until the shrimp are cooked through (the centers should be completely opaque).
Serve 4 ounces shrimp over 3/4 cup grits. Garnish with lemon zest.