Im not a huge fan of shrimp and grits but the few times I have made it all I do to the shrimp is season them with some good cajun spice and saute them in a bit of olive oil and butter. I also omit cheese in my grits, I love grits and I love cheese but I don't care for cheese grits. A bowl of grits with a pat of butter in the center, black pepper, a bit of green onion tops and surround the bowl with saute'd shrimp. A nice piece of garlic toast and small salad makes a nice meal.