For the BBQ base, place the oil in a small saucepan over medium-high heat. Add the reserved shrimp shells and the garlic, stirring frequently until the shells are golden brown, about 4 minutes. Add the lemons, Worcestershire and hot sauce. Lower the heat to medium and let simmer until reduced by half, about 4 to 6 minutes. Strain and set the sauce aside. This can be made a day ahead.
For the grits, heat the butter and oil in a pan and add the jalapeño and onion. Cook until softened, 5 minutes or so. Pour in the chicken stock and water. Stir, and then bring to a boil. Whisk in the grits, then reduce the heat to low, cover and cook for 30 to 40 minutes, stirring occasionally. Add the cream cheese. Stir and cook until the grits are tender, another 20 to 30 minutes. At any time, add more stock if the grits look like they need more cooking liquid. Remove the grits from the heat and season with salt and pepper.
For the shrimp, toss the peeled shrimp with the House Cajun Spice, then add the blended oil to a medium-size sauté pan over high heat. Add the shrimp and sear 1 minute per side, then add the beer, stir, let reduce for 1 minute and reduce the heat to medium. Add the BBQ base and let it reduce for 3 minutes. Turn the heat off and swirl in the cold butter. Serve immediately over jalapeño grits with some grilled bread.