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1
Preheat the oven to 450 degrees F.
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2
In a bowl, combine tomato, garlic, olive oil, salt and pepper; toss well.
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3
Arrange tomato halves, cut side up, on a baking sheet; roast until they collapse and are lightly browned, 25 to 30 minutes, then set aside.
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4
In a small saucepan, combine fennel, half the reserved fronds, and enough water or broth just to cover; add butter and season with salt and pepper.
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5
Bring to a boil, reduce heat to a low simmer and cook until fork tender, 8 to 10 minutes; transfer to a plate, discard cooked fronds, but reserve the cooking liquid.
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6
Meanwhile, prepare the grits according to the package directions, seasoning with salt and adding a bay leaf halfway through cooking; once cooked, mix the grits with butter, cream cheese, pepper, lemon juice, and hot sauce.
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7
Prepare the shrimp about 15 minutes before the grits are done by heating a large skillet or saute pan over medium heat, add oil, and sear shrimp 1 minute per side; add the fennel, sausage, roasted tomatoes, and 1 1/2 cups of the reserved fennel cooking liquid.
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8
Bring to a simmer, stir in lemon juice, hot sauce, salt and chopped parsley(add more fennel cooking liquid if it seem too dry).
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9
To serve, divide grits among shallow soup plates, top with shrimp mixture, and garnish with uncooked fennel fronds.