Heat saucepan to medium-high. Cook bacon until crispy, around 10 minutes.
Add garlic, onion, pepper, spices, parsley, salt, and pepper. Cook until tender, about 5 minutes.
The shrimp should be pink after 2 minutes of cooking.
Boil chicken stock in another saucepan.
Reduce heat, and add water, milk, grits, butter, cheese, and bay leaf.
Stir ingredients, cook 10 minutes until thickened and grits cooked.
Mix in bacon, and shrimp on the broth mixture.