Preheat the oven to 350°F(180°C).

In a large mixing bowl, combine the shrimp, olive oil, lemon juice, garlic, salt and pepper and toss so that all of the shrimp are evenly coated.

Using a slotted spoon, place the shrimp onto a baking sheet. Place in the oven and bake until bright pink, approximately 7-10 minutes.

Remove the shrimp from the oven and cover to keep warm.

For the grits:

Remove the outer leaves and the inner stalk of the cauliflower. Place in a food processor or blender and pulse until cauliflower is in small pieces, resembling the size of grits.

Place a large pot over medium-high heat; add water, milk and salt. Bring the liquid to a boil.

Add the cauliflower into the boiling mixture and cook until softened (~7 min). Stir occasionally to prevent sticking.

Once cauliflower begins to soften, add in the grits and cook an additional 5 minutes, stirring often to prevent sticking. Cook the mixture until the grits are creamy. If too thick, add a little water.

Remove the pot from the heat and slowly mix in the butter, cheeses, cayenne, smoked paprika, black pepper and chives.