Thaw, peel, and devein shrimp, coat with blackening seasoning and set aside
In a large sauce pan, bring the milk and water to a boil
Whisk in the grits, decrease the heat to low, and simmer, making sure to whisk occasionally, until the grits are creamy and thick, 30 to 40 minutes. Add shredded cheese, stir, cover, and set aside.
Add flour to cooked onion, celery, bell pepper and salt and pepper. Stir the mixture until it looks dry. Continue cooking until the roux has reached the level of “browning” you prefer.
Add chicken broth and continue to stir until it has thickened so when you run a spoon through the mixture it slowly moves back together
In a separate skillet, heat the vegetable oil over high heat.
Add the seasoned shrimp to the skillet and cook for 1-2 minutes per side.
Add grits to a shallow bowl, or deep plate. Spoon the roux onto the grits, top with blackened shrimp, and garnish with fresh parsley