- Place sausage in a large, deep skillet or sauté pan over medium heat and cook until browned, about 5 minutes. Break sausage up with a wooden spoon as it cooks. Add onion, bell pepper, garlic, and butter. Stir to combine. Cook until onions are translucent, about 10 minutes.
- In stages, slowly add flour, stirring thoroughly between additions. Mixture should be thick once all flour is Incorporated. Slowly add stock or milk in stages, stirring thoroughly between additions. Continue adding liquid until desired consistency is achieved. Simmer gravy until raw flour taste is gone, about 20 minutes, stirring occasionally. Finish with cream if desired.
- Add shrimp and cook until just pink and firm, approximately 5 minutes. Serve over hot grits.
(Note: The Glass Onion uses chicken stock to make gravy, and finishes it with a touch of cream. But whole milk is a fine substitution for the stock—it makes the finished product more like a traditional sawmill gravy. If you're using milk, no need to finish with cream.)
Combine water and butter in a medium pot and bring to boil over medium heat. Slowly add grits, stirring continuously. Reduce to simmer and cook, stirring occasionally, until tender, about 1 hour. Add cream in increments, stirring constantly. More water can be added as necessary to yield preferred consistency. Season with salt and pepper.