Sprinkle shrimp with fajita seasoning; toss to coat. Set aside., Slowly stir grits into boiling water. Reduce heat to medium; cook, covered, stirring occasionally, until thickened, 5-7 minutes. Remove from heat. Stir in cheese until melted; stir in milk. Keep warm., In a large skillet, heat oil over medium-high heat. Add peppers and onion; cook and stir until tender and pepper edges are slightly charred. Add salsa, orange juice and shrimp. Cook, stirring constantly, until shrimp turn pink, 4-6 minutes. Stir in 1/4 cup cilantro. Remove from heat., Spoon grits into serving bowls; top with shrimp mixture. Sprinkle with remaining cilantro.