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.