1. Make the cheese grits: In a dutch oven or large saucepan, combine milk and 4 cups water and bring to a simmer over medium-high heat. Stir occasionally to prevent milk from scorching. Slowly pour in grits while constantly whisking so they don’t clump together. Reduce heat to medium-low and cook, stirring occasionally to prevent burning, until the grits are fully cooked and tender, 1 to 1½ hours. Stir in butter and cheddar and season with salt and hot sauce.
2. To serve: Spoon 1 cup of cheese grits into each bowl or plate. Top with 4 ounces of barbecued pork, a splash of Rodney’s sauce, and some crumbled pork skins.