1In a medium saucepan, bring the water and milk to a simmer. Slowly whisk in the grits and add the salt; cook, whisking often over medium heat, for 5-10 minutes, or until thickened to the consistency of cream of wheat. Stir in the grated cheese and butter and season with salt and pepper.
2Set a large, heavy skillet over medium-high heat and add the butter and oil. When the foam subsides, add the garlic and cook for a minute, then add the shrimp and sprinkle with barbecue rub. Cook, turning the shrimp as you need to, moving them around the pan, just until they turn opaque. Divvy the grits between shallow bowls and top them with shrimp. If you like, crack some eggs into the pan (as many as people you're feeding) and cook them sunny side up or over easy in the spicy butter in the pan. Place them alongside the shrimp and dribble any butter left in the pan overtop. Sprinkle with parsley and serve immediately.