For the shrimp: Heat a small amount of oil in a saute pan over medium-high heat until hot. Add the celery, onions, peppers and garlic and cook for 1 minute. Add the shrimp and cook until they just start to become tender, about 1 minute 30 seconds. Add the sherry and simmer until reduced by half. Stir in the cream, parsley and sambal and cook until the cream is reduced by half. Stir in the butter, and then season with salt and black pepper. Remove from the heat and add the arugula at the last second. It will gently wilt with the remaining heat.
Portion the grits on plates and top with the shrimp mixture.