How to Make It
Lightly oil a 9-inch-square glass baking dish. In a medium saucepan, bring the milk to a simmer with half of the garlic. Slowly whisk in the grits over moderate heat until very thick, 3 minutes. Remove from the heat and whisk in the cheddar. Season with salt, pepper and Tabasco. Pour into the dish and press plastic wrap directly onto the surface. Let stand until firm, 30 minutes.
Meanwhile, in a small skillet, heat the 2 tablespoons of oil. Add the bacon; cook over moderate heat until crisp. Add the shallots, celery, scallion, red pepper, parsley, thyme and the remaining garlic and cook, stirring, until the shallots are softened, about 2 minutes. Off the heat, stir in the vinegar, mustard, Worcestershire and a few dashes of Tabasco. Season with salt and keep warm.
Heat a grill pan and brush with oil. Cut the grits into 12 squares and dust on both sides with barbecue spice mix. Cook over moderate heat until crisp, about 2 minutes per side. Keep the grit cakes warm in a low oven; keep the grill pan hot.
Brush the shrimp with oil, season with salt and pepper and dust with barbecue spice mix. Grill the shrimp in the pan over moderately high heat until lightly charred and just cooked through, about 1 1/2 minutes per side. Arrange the shrimp and grit cakes on plates, drizzle the bacon vinaigrette on top and serve right away.