Shrimp Gravy:
Season shrimp with Cajun seasoning and set aside.
Heat bacon drippings in a large cast iron skillet. Add onion, bell pepper and ham and cook over medium heat until vegetables are soft, about 10 minutes.
Sprinkle flour over vegetable mixture and stir. Cook until flour starts to brown.
Stir in wine to deglaze pan.
Add in stock, stir. Cook until mixture starts to thicken.
Add seasoned shrimp to skillet and cook just until pink. Serve over cheesy grits.
Cheesy Grits:
Bring stock and water to a rolling boil. Whisk in grits. Cook, whisking frequently, until grits have thickened. Add cheese and salt. Stir. Cover and remove from heat until ready to use. Taste for salt before serving.