Heat oil in a large nonstick skillet over medium-high heat. Add onion and artichoke hearts, and sauté 5 minutes. Add 1 cup chicken broth, shrimp, and garlic, and saute 6 minutes. Add oregano, rind, juice, salt, and pepper. Remove from heat; cover and keep warm.
Bring 2 1/2 cups chicken broth to a boil in a medium saucepan. Slowly stir in grits; reduce heat to low. Cook 7 minutes or until thick and creamy, stirring occasionally. Stir in cheese. Spoon 1/2 cup grits into each of 4 bowls; top each with 1 cup shrimp mixture.