Preheat oven to 425°F. Line a baking sheet with parchment paper and set aside.
In a large bowl, whisk together the flour, 1 cup grits, baking powder, baking soda, and salt. Add the grated cold butter and stir until evenly distributed. Make a well in the center of the bowl and add in the buttermilk. Using a spatula, mix until the mixture forms a shaggy dough. Turn out onto a clean, lightly floured, work surface and pat together into a 1-inch thick square.
Using a 3-inch round biscuit cutter, cut out as many biscuits as possible and transfer to the prepared baking sheet, spacing them about 1-inch apart. Rework the remaining dough once more and cut out the remaining biscuits, you should end up with 15 biscuits. Chill in freezer for 10 minutes.
In a medium bowl, toss together the shrimp and Cajun seasoning. Brush the biscuits with melted butter and sprinkle each with the remaining 1/4 cup grits. Top with shredded cheese and one shrimp on the center of each biscuit.
Reduce oven to 400°F and bake until the biscuits are golden brown and the shrimp are pink, about 18 to 20 minutes. Remove from oven and allow to cool slightly. To assemble, carefully split open the biscuits and sandwich together with a cooked breakfast sausage patty. Garnish with fresh parsley and enjoy!