To make the grits, place a 3-quart pot over medium-high heat and add the milk and cream. Bring to a simmer. Slowly add the cornmeal, whisking constantly. When the grits begin to bubble, reduce the heat and simmer, stirring frequently with a wooden spoon. Cook for 10 to 15 minutes, until the mixture is smooth and thick. Remove from heat, and stir in the butter. (Thin grits with a little extra cream, if necessary). Season with salt and pepper.

To make the sauce, in a deep skillet heat a 2-count of olive oil (about 2 tablespoons) over medium heat. Add the white onion and garlic; saute for 2 minutes to soften. Add the sausage and cook, stirring, until a fair amount of fat has rendered and the sausage is brown. Sprinkle the flour into the fat and stir to create a roux. Slowly pour in the broth, continue stirring to avoid lumps. Add the bay leaf. When the liquid comes to a simmer, remove from heat. Keep warm.

Preheat the grill to medium-high. Quickly and carefully wipe the grate with oiled paper towels to create a nonstick surface. Season shrimp with plenty of salt and pepper. Place shrimp on grill; cook for 1 to 2 minutes per side until shrimp turn pink. Fold the grilled shrimp into the sauce. Add the cayenne pepper, hot sauce, and lemon juice. Season with salt and pepper. Stir in the parsley and chives. Serve shrimp on top of the grits with Buttermilk Biscuits.

Preheat the oven to 375 degrees F. In a large bowl sift together the 4 cups all-purpose flour, 1 tablespoon salt, 1 tablespoon baking powder, and 2 teaspoons baking soda. Cut 1 cup of cold shortening into 1/2-inch pieces. Using a pastry blender or your hands, cut in the pieces of shortening until the mixture resembles coarse crumbs. Make a well in the center of the flour mixture and add 1 cup buttermilk. Using your hands, quickly fold the dry ingredients into the buttermilk until a sticky dough forms. (If the dough is too dry, you can add 1/2 to 1 cup of additional buttermilk, a little at a time, until a sticky dough forms.) Turn the dough out onto a floured surface. Gently fold the dough three or four times to create layers. Press the dough out to a 1 1/2-inch thickness and cut with a floured 3-inch biscuit cutter. Lay the biscuits on an ungreased cookie sheet and brush the tops with additional buttermilk. Bake for 20 to 25 minutes, until golden brown. Makes 9 biscuits.