For the grits: Heat water, milk, 1 tablespoon butter, and salt to a gentle boil in a medium saucepan. Sprinkle in the grits. Reduce the heat to simmer, and cook, stirring often with a wooden spoon, until the mixture is smooth, thick, and falls easily from a spoon, 15 to 20 minutes.

Meanwhile, prepare the tomatoes: Seed and coarsely chop tomatoes reserving juices. Add 1 tablespoon butter to the skillet. Saute the onion and garlic until soft and translucent, 2 to 3 minutes. Pour in the white wine, and cook until dry, 2 to 3 minutes. Add bay leaves, and stir in the tomatoes and reserved juice. Season with cayenne pepper. Reduce the heat, and simmer until slightly thickened and the tomatoes have broken down, about 10 minutes.

For the shrimp: Heat the remaining tablespoon butter in a large skillet over medium-high heat to sizzling. Add the shrimp, season with salt and black pepper, and saute to sear on both sides, about 2 minutes per side. When the grits are thickened, stir in heavy cream and grated Parmigiano-Reggiano cheese. Keep covered with a tight-fitting lid until ready to serve.

When tomatoes are ready, remove the skillet from the heat, and stir in the chopped herbs. Cover, and keep warm until shrimp are cooked. To serve, put a heaping spoonful of grits onto a soup plate. Top with the tomatoes, and arrange the shrimp around the plate. Garnish with freshly shaved Parmigiano-Reggiano cheese.

Serves 4.