In a large saucepan, bring the water, chicken broth, and salt to a boil over medium-high heat. Gradually whisk in the grits, adding them slowly to prevent clumping.Reduce the heat to low, cover, and let the grits simmer, stirring frequently to prevent lumps. Cook until tender, about 30 minutes. Add water as needed to keep the grits thick but not stiff.Remove from heat and stir in the butter, half and half, ½ cup of shredded cheddar cheese, and white pepper until thoroughly combined. For extra cheesy grits, add up to ½ cup more cheddar. Keep warm on low heat while preparing the shrimp gravy.
In a large bowl, toss the shrimp with Creole Cajun seasoning and white pepper. Set aside to marinate for at least 30 minutes.
In a large skillet, melt 2 tablespoons of butter over medium heat. Add the shrimp in a single layer and sauté for 1-2 minutes per side, until pink and opaque. Remove with a slotted utensil and set aside.Add the andouille sausage to the skillet and cook until golden brown and slightly crisp, about 2-3 minutes. Remove and set aside with the shrimp.
In the same skillet, melt the remaining 2 tablespoons of butter. Add the bell pepper, onion, and celery. Sauté until tender and golden brown, about 4-5 minutes.Add the garlic and cook until fragrant, about 1 minute. Sprinkle in the flour and cook for 1 minute, stirring constantly to cook out the raw taste.Gradually add the chicken broth, stirring well to combine. Let it simmer for 1 minute, then add the heavy cream. Cook, stirring, until the gravy is smooth and thick, about 2-3 minutes.
Return the shrimp and sausage to the skillet, along with any accumulated juices. Toss well to coat in the gravy and cook for another 1-2 minutes. Stir in the chopped parsley and adjust seasoning if necessary.Serve the shrimp gravy over the warm cheese grits, garnishing with more parsley if desired. Enjoy this comforting Southern classic!