Bring first 6 ingredients to a boil in a medium saucepan; gradually add grits, stirring constantly. Reduce heat to low; cover and cook 5 minutes or until thick, stirring occasionally. Remove from heat; stir in cheese and parsley. Spoon grits into a 13 x 9-inch baking dish coated with cooking spray, spreading evenly. Press plastic wrap onto surface of grits, and chill 4 hours. Remove plastic wrap.
Invert grits onto a cutting board; cut into 8 (3-inch) squares. Cut each square diagonally in half into 2 triangles.
Place triangles on a grill rack coated with cooking spray; grill 6 minutes on each side or until lightly browned and thoroughly heated.