1. Cook sausage in a large Dutch oven over medium heat, stirring often, 5 to 7 minutes or until browned. Remove sausage using a slotted spoon; reserve drippings in Dutch oven. Drain sausage on paper towels.
2. Stir oil into drippings. Cook shrimp, in batches, in hot drippings over medium-high heat 1 to 2 minutes on each side or until opaque; remove with slotted spoon. Reduce heat to medium.
3. Sauté onion and celery in Dutch oven over medium heat 3 to 5 minutes or until tender. Add garlic, and sauté 1 minute. Stir in wine, and cook, stirring occasionally, 5 minutes or until reduced by half. Stir in broth and next 7 ingredients, and bring to a boil over medium-high heat. Whisk in grits; return mixture to a boil, whisking constantly. Reduce heat to medium-low; simmer, stirring occasionally, 20 to 25 minutes or until thickened. Stir in oregano, reserved sausage, and shrimp. Cook, stirring occasionally, 5 more minutes.