01 - Bring water to a boil in a medium saucepan. Whisk in the grits, reduce heat to low, and simmer for 15-20 minutes, stirring frequently, until thick and creamy.
02 - Stir in butter, milk, salt, pepper, and cheddar cheese until melted and smooth. Keep warm over very low heat, stirring occasionally.
03 - Toss shrimp with Cajun seasoning and smoked paprika until evenly coated.
04 - Heat olive oil in a large skillet over medium-high heat. Add shrimp in a single layer. Cook for 2 minutes, flip, and cook 1-2 minutes more until just opaque.
05 - Add garlic and cook for 30 seconds, stirring constantly. Remove from heat, then toss with lemon juice and chopped parsley.
06 - Spoon grits into bowls. Top with Cajun shrimp, sprinkle with scallions, and add extra cheddar or hot sauce if desired.