Add 1 cup of grits to 2 cups of water and 2 cups of milk. Bring to a boil. Reduce heat to low and simmer for 30 minutes, stirring occasionally to prevent sticking.
Add cheese just before serving, and stir through until the cheese has just melted.
Rinse shrimp in cold water. Pinch off heads and place heads in a large skillet with 2 tablespoons of butter. Sauté shrimp heads until the fat in the heads melts and the oil turns red in color. Remove heads.
While the shrimp heads are sauteing, peel and devein the shrimp.
In a large skillet add the ¼ pound of butter and garlic over medium heat until the garlic becomes fragrant. Add Worcestershire Sauce, crab boil, and Cajun seasoning, thyme, oregano, and rosemary. Add the beer and stir.
When the sauce begins to bubble, add the shrimp. Flip the shrimp when it begins to turn pink and shrink. Cook for one minute more and remove shrimp.
Continue to cook the sauce until it reduces by ⅓, then remove from the stove. Add the 5 tablespoons of butter and stir until the butter melts into the sauce. The sauce should be thick now.
Divide grits into 4 equal portions in 4 bowls. Add shrimp equally to each portion. Add sauce equally to each bowl.
