Bring a deep pot filled with water and milk to a low boil.

Once boiling whisk in the grits and stir frequently. Once the grits start splattering, lower the heat to low and cover, leaving the lid partially cracked open.

Continue to cook at moderate heat, stirring every so often while wiping down the sides of the pot, until the grits are smooth and creamy (about 30 minutes).

Mix in the cheddar cheese, salt, and butter.

Meanwhile, add the shrimp, baking soda, and Cajun seasoning to a mixing bowl and combine. Set the bowl of shrimp aside.

Heat a large pan to medium heat and add the bacon. Cook the bacon until crisp (about 7-10 minutes) then remove the bacon to a plate lined with paper towels.

Turn the pan heat up to a touch higher than medium. Add the shrimp and cook for 60-90 seconds per side or until almost cooked through. Place the shrimp on a plate and tent with foil.

Add the butter, bell pepper, celery, and onion to the pan. Saute until soft (about 5 minutes) then add the garlic and cook for another 1 minute. Add the flour and mix until no white spots appear.

Add the stock and turn the heat to high. Bring to a boil while scraping the pan with a wooden spoon to dislodge any brown bits. Cook until the sauce reduces by about half.

Lower the heat to medium and return the shrimp and bacon to the pan. Cook until the shrimp are hot (about 2 minutes) then remove the pan from the heat.

Add the lemon juice and green onions and mix well. Serve the grits in bowls and top with the shrimp. Enjoy!