Bring water and broth to a boil in a saucepan. Once boiling, add salt, pepper, and grits. Turn heat to low, and cook for 20-25 minutes uncovered, stirring frequently.
Add butter and shredded cheese to grits. Stir together until butter and cheese are melted.
Line a loaf pan with parchment paper. Transfer grits mixture to loaf pan and spread evenly with a spatula. Place in the fridge and let cool for 2 hours, or overnight.
Slice chilled grits into small squares. Let the grits squares chill in the freezer while you prepare the shrimp.
Heat a large pan over medium heat. Add chopped bacon and cook for 5-7 minutes, or until golden brown. Using a slotted spoon, remove bacon to a plate lined with a paper towel. Leave the grease in the pan.
Add shrimp to the pan and cook for 2 minutes on each side, or until shrimp turns pink.
Add Cajun seasoning, minced garlic, broth, and butter to the pan. Toss shrimp in sauce. Cook for 5-6 minutes, or until the sauce thickens a bit.
To bread our grits squares, coat in flour, then egg, and finally breadcrumbs.
Heat avocado oil in a deep pan for frying your grits bites. Once hot, place breaded grits in oil. Fry for ~2 minutes on each side, or until golden brown. When done, remove to a plate lined with a paper towel to absorb the grease.
Assemble your bites: place shrimp on a grits square and secure it with a toothpick. Drizzle sauce over shrimp, and garnish with green onion and parsley.