Step 1In a large saucepan, bring the milk to a boil. Slowly whisk in the grits to avoid any lumps. Stir in the salt and pepper.
Step 2Reduce the heat and simmer the grits, stirring occasionally, until they start to thicken, about 20 minutes. Stir in the cream, a little at a time. Gently simmer, stirring frequently to keep the grits from scorching, until the grits are softened and thickened, about 30 to 45 additional minutes. Slowly stir in the Parmesan cheese. Taste, and adjust the seasoning if desired.
Step 1Heat a large saute pan over high heat and add the olive oil. Add the shrimp and saute, searing the shrimp on both sides, 1 to 2 minutes (the shrimp will not be fully cooked yet). Remove the shrimp to a plate.
Step 2Add the chorizo and cook for 30 seconds over medium heat. Add the garlic and cook just until aromatic, about 30 seconds. Stir in the tomatoes, onions and cilantro. Cook until the onions just begin to soften, about 1 minute. Stir in the lemon juice, white wine and Sriracha, and cook for 1 to 2 minutes. Stir in the paprika and season with three-fourths teaspoon salt and one-half teaspoon pepper, or to taste.
Step 3Stir in the cream and simmer for about 5 minutes to thicken slightly. Add the shrimp back to the pan and increase the heat to high. Continue to cook until the shrimp are just cooked through, 2 to 3 minutes. Taste, and season if desired.
Step 4Divide the grits among four bowls or plates and top with the shrimp. Pour over the sauce, and garnish with chopped chives.