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1
To make the polenta, bring the water and milk to a boil, add a pinch of salt, and then turn off the heat. Sift the polenta into the hot liquid, whisking all the while (this prevents lumps). Turn the heat back to low and cook, whisking every so often, for 30 minutes, or until the polenta gets really thick (you may need to switch to a wooden spoon).
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2
Meanwhile, add the chorizo to a medium skillet (not nonstick) with the olive oil. Slowly bring up the heat to low and render the fat. You don't want too much color or for the chorizo to get crisp.
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3
When the oil has turned orange and most of the fat has been rendered, push all the chorizo to the side and turn up the heat to medium high. Add all the shrimp: they should sizzle. You want the shrimp to get some color, so make sure the pan is hot enough.
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4
Once the shrimp have some color, add the wine to deglaze the pan. Use a spoon to work up any brown bits and then add the tomatoes and the red peppers. Turn up the heat to reduce the sauce.
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5
Feel the shrimp: they should be relatively firm and should look opaque. Add the parsley and arugula. Taste for seasoning; you may not need any salt because the chorizo is salted.
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6
Stir the butter and Parmesan into the polenta and spoon the polenta onto serving dishes. Top with the shrimp and chorizo mixture and serve right away.
