PAT THE SHRIMP DRY AND ADD THEM A MIXING BOWL.
ADD 1 TABLESPOON OF OIL AND THE CAJUN SEASONING. TOSS UNTIL EVENLY COATED.
ADD 2 TABLESPOONS OF OIL TO A LARGE PAN. ONCE IT HAS COME TO TEMPERATURE ADD THE SAUSAGE AND COOK 4-5 MINUTES. REMOVE FROM PAN AND SET ASIDE.
ADD MORE OIL, IF NEEDED. LET THE PAN HEAT TO MEDIUM AND THEN ADD THE SHRIMP. COOK 2 MINUTES ON EACH SIDE. TRANSFER TO A PLATE AND SET ASIDE.
ADD A TABLESPOON OF OIL AND THEN ADD THE GARLIC.
ADD THE BROTH, LEMON JUICE, WORCESTERSHIRE SAUCE, SALT AND PEPPER AND STIR.
BRING TO A SIMMER. REDUCE HEAT TO MAINTAIN SIMMER AND COOK FOR 5 MINUTES.
REMOVE THE PAN FROM THE HEAT AND ADD THE BUTTER, A FEW CUBES AT A TIME WHISKING UNTIL COMPLETELY MELTED. ADD THE SHRIMP AND SAUSAGE TO THE SAUCE AND SET ASIDE.
MAKE THE GRITS:
IN A SAUCEPAN BRING THE BROTH AND SALT TO A ROARING BOIL.
SLOWLY WHISK IN THE GRITS, THEN REDUCE THE HEAT UNTIL YOU HAVE REACHED A SIMMER. COOK 6-8 MINUTES.
ADD THE CREAM, BUTTER, SALT, PEPPER AND STIR TO COMBINE.
REMOVE FROM THE HEAT AND ADD THE CHEESE. STIR UNTIL SMOOTH.
DIVIDE THE GRITS EVENLY BETWEEN BOWLS AND TOP WITH SHRIMP, SAUSAGE, AND SAUCE.