To make the grits, combine the water, milk and salt in a medium pot. Set over moderate heat and bring up to a low simmer. Slowly whisk in the cornmeal. Continue to cook, stirring often, until the grits have softened, about 20 minutes. Season with black pepper, a bit more salt (if needed), and cayenne pepper. Stir in the butter and cheese until melted through. Lower the flame and keep warm.

In the meantime, set a large skillet over medium-high heat with the oil. Once hot, add the sausage, removed from it's casing, and cook, breaking up with a wooden spoon until golden and crispy, about 10 to 12 minutes. Stir half of the onion, and half of the jalapeño and cook for another 2 to 4 minutes. Add the shrimp and beans, and cook until the shrimp is pink and no longer gray, about 15 to 18 minutes. Season with a big pinch of salt and pepper, and the rest of the spices. Keep warm over low heat.

To make the guacamole, in a medium bowl, mash the avocado with a fork until somewhat chunky. Stir in half of the remaining onion, half of the remaining jalapeño, half of the tomatoes, half of the cilantro, half of the lime juice, and a big pinch of salt and pepper. Mix until well incorporated. Give it a taste and adjust seasoning accordingly.

To make the pico de gallo, in a medium bowl, combine the remaining onion, tomatoes, jalapeño, cilantro, lime juice, and a big pinch of salt and pepper. Toss until evenly combined.

To assemble the shrimp and grits, divide the grits among 4 large bowl, and top with the sausage and shrimp mixture. Top each with a scoop of guacamole, pico de gallo, sour cream, cotija and cilantro. Serve immediately. Enjoy!