Preheat the oven to 350ºF, and line a sheet pan with parchment paper or a silicone baking sheet.
Peel and devein your shrimp if you haven't already. Look them all over to make sure there are no veins or bits of shell missed. These are no fun to bite into.
Drizzle the shrimp with olive oil and toss in the garlic, cajun seasoning, and paprika. Lay them on the lined sheet pan in a single layer, and bake for 10 - 15 minutes. They should form a "C" shape when they are cooked.
Smoked Gouda Grits
In a medium saucepan over medium heat, whisk together the water, milk, grits, and salt. Continue whisking until it begins to thicken, about 5 minutes.
Stir in the smoked gouda until melted in and gooey. If your grits become paste-like, add more milk to thin them out. Sprinkle in one sliced green onion, and save the other for garnish.
To serve, spoon grits into a bowl and top with hot shrimp and some of their juices. Sprinkle with green onion to garnish and hit it with a few dashes of hot sauce to finish.
Notes
Note: If you don't have smoked paprika, a couple of drops of liquid smoke and sweet paprika will turn out just fine.