Melt 2 tablespoons butter in a large saucepan. Add milk and 1 cup water. Bring to a boil; whisk in grits. Reduce heat to lowest setting; cook 5 minutes or until done, stirring occasionally. Add cheese. Season with salt and pepper. Keep warm. If they set too firmly when ready to serve with shrimp, add water or milk to thin and reconstitute.
Melt 2 tablespoons butter in a large skillet. Add garlic, celery, bell pepper, onions, cajun seasoning; sauté 30 seconds. Add shrimp, and cook 5 minutes. Remove shrimp and veggies from skillet.
Add wine, stirring to loosen browned bits. Reduce heat to low; whisk in remaining butter, 1 tablespoon at a time. Stir in lemon juice. Cook 1-2 minutes. Return shrimp and veggies to pan. Stir to mix with butter sauce. Serve over grits. Garnish with green onions if desired.
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