Peel the shrimp and reserve the shells. Heat 3 cups of water with shrimp shells in a stock pot and bring to a boil. Boil for 2 minutes, and then set aside to steep for 5 minutes. Strain the stock and reserve.
Mix together the garlic powder, salt, smoked paprika, thyme, black pepper and then toss the shrimp in the spice mixture to coat.
Heat the Baklouti Green Chili Fused Olive Oil in a large saute pan over medium-high heat. Add the Andouille sausage pieces and saute until just barely golden brown. Add shallots and cook for another minute. Finally, add the garlic and shrimp. Saute until the shrimp is just barely cooked though, another minute or two. Be careful not to overcook. Remove the shrimp and sausage mixture and reserve.
In a medium saucepan, bring 2 1/2 cups of shrimp or chicken stock and heavy cream to a boil. Whisk in the grits and cook over moderately high heat, stirring constantly, until thickened and the grains are tender, about 5 minutes. Add the cheese, Baklouti Green Chili Fused Olive Oil. Adjust seasoning with salt and pepper, and whisk just until the cheese is melted. Cover and remove from the heat.
In the same pan that the shrimp and sausage was cooked in, add a tablespoon of Baklouti Green Chili Fused Olive Oil, over medium high heat add the flour to the olive oil and whisk until the roux becomes a medium-tan color, scraping up all the caramelized bits from the bottom of the pan. Add the tomato paste and stir in to the roux, cooking for another minute. Add the shrimp stock and cream to the pan, and whisk until the mixture is thickened, another minute or two. Adjust seasoning with salt and pepper. Add the reserved shrimp and sausage mixture to the sauce and stir heating until warmed through.
Serve the shrimp and sauce over the hot grits with more Baklouti Green Chili Fused Olive Oil drizzled over the top, if desired.