• Pat thawed shrimp dry with a paper towel. In a medium sized bowl, add raw shrimp, lemon juice, Worcestershire sauce, hot sauce and Cajun seasoning. Toss well to coat the shrimp and allow to rest for 10 minutes. 

For the grits: 

• Fill a medium saucepan with the water and salt and bring to boil.
• Add grits to boiling water and immediately reduce burner heat to low. Cook for five minutes on low, stirring occasionally.
• Remove from heat, gently fold in shredded cheese.
• Cover with a cloth or aluminum foil to keep warm, and let stand.

For the shrimp and gravy:

• Heat a large skillet over medium-high heat. Sauté the chopped bacon and onions for about 10 minutes, or until cooked through.
• Add the garlic and sauté for 30 seconds. Do not allow the garlic to burn, scraping the bottom of the pan often with a wooden spoon to remove any bits that get stuck.
• Push the onions, bacon and garlic to one side of the pan. Do not drain the grease.
• Slowly add flour to remaining grease in the skillet. I like to add one tablespoon of flour at a time, and then stir with a wooden spoon until a paste is formed and no grease remains. 
• Next, add the chicken stock and green onions to the pan. Whisk vigorously while bringing the mixture to a rolling boil on medium heat.
• Add the shrimp to the gravy and cook on medium heat until they are cooked through, about 4 minutes.
• Add butter and black pepper, stir until the butter is melted through. 
• Serve the shrimp and gravy over the top of grits.