While grits are cooking, heat oil in a large skillet over medium heat; add bell pepper, onion, and garlic, and sauté 2 minutes to soften. Add sausage, and cook 6 to 7 minutes or until browned, stirring often. Add wine, and cook until almost all liquid has evaporated.
Sprinkle flour over mixture in skillet, and cook 3 minutes, stirring constantly. (Flour will start to brown.) Gradually whisk in chicken broth and cream; add bay leaves and Creole seasoning.
Bring mixture to a simmer, and cook, uncovered, 7 minutes or until thick, stirring often. (Mixture may be cooked to this point, and then covered and kept warm until serving time.)
Just before serving, add shrimp to sauce, and cook 3 to 4 minutes or until shrimp turn pink, stirring often. Remove and discard bay leaves, and stir in parsley. Spoon shrimp and sauce over Gruyère Grits, and serve immediately.
Susan McEwen McIntosh, Glorious Grits – America's Favorite Comfort Food