Get a saucepan, and put it on the stove with medium heat, add the bacon slices and cook them for about 10 minutes till they are crispy.
Add the sliced onion, sliced red bell pepper, minced garlic, smoked paprika, parsley, salt, pepper, and Cajun seasoning into the saucepan. Allow the veggies to cook for about 5 minutes whilst stirring.
Add the shrimp to the veggie & bacon mix, and allow them to cook until they are no longer pink.
Get another saucepan over medium-high heat, pour in the chicken stock, and allow it to boil.
Reduce the heat to medium-low, and add water, milk, quick grits, butter, cheddar, and bay leaf to the boiling stock. Mix everything properly and allow it to cook till the mixture starts to thicken (make sure the grits are fully cooked).
Now, pour the crispy bacon, veggies, and shrimp mixture on top of the chicken stock mixture.
Viola! The Pappadeaux shrimp and grits recipe is done.