Step 1

Preheat the oven to 375

Step 2

In a bowl mix the uncooked thawed shrimp, olive oil, garlic, cayenne, salt and pepper and toss to coat. Set aside.

Step 3

In your large oven proof skillet with deep sides (12" or larger is best), add the butter over medium heat and melt. Add the onion and bell pepper and cook 5 to 7 minutes until softened.

Step 4

Add the water, cream and hot sauce to the vegetables and bring to a boil over medium high heat. Using a whisk, stir the water and cream mixture while slowly pouring in the grits. Reduce heat to medium and allow to simmer 5 minutes, stirring often. The mixture will still be quite thin and watery. That's okay.

Step 5

Remove from the heat and stir in the cheeses until melted. Sprinkle over the shrimp. They will sink into the mixture and that's fine. Transfer to the oven and bake until the shrimp cooks through and the grits are thickened--about 20 minutes total. **Check your grits at 20 minutes. Take a bite and if they are at all crunchy or firm, put the skillet back in the oven for an additional 5-7 minutes. The grits may still seem to be a bit runny, that's okay as long as they are cooked.

Step 6

Allow the dish to cool 10 to 15 minutes before serving. The grits will thicken considerably as they cool.