1. Preheat oven to 375°.
2. Combine milk and broth in a medium heavy saucepan; bring to a boil. Gradually add grits and salt to pan, stirring constantly with a whisk. Cook 5 minutes or until thick, stirring constantly. Remove from heat. Stir in Parmesan, butter, and cream cheese. Stir in parsley and next 4 ingredients (through shrimp). Spoon mixture into an 11 x 7–inch baking dish coated with cooking spray. Bake at 375° for 25 minutes or until set. Serve with hot pepper sauce, if desired.
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