For the grits: Bring the milk to a simmer over medium-high heat in a heavy saucepan. Add the grits and return to a simmer, and then lower the heat and stir frequently until the grits are cooked and tender, stirring frequently, 45 minutes. Because these are real grits, they take time and attention to cook properly. When grits are tender, add butter, salt and black pepper to taste.
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.
NotesThis recipe was provided by a chef, restaurant or culinary professional and makes a large quantity. The Food Network Kitchens have not tested it for home use and therefore cannot make any representation as to the results.