Begin by making the Fresh Corn Grits: Place the corn on a plate. Cover with a paper towel and microwave for six minutes. Cut the kernels off the corn. In a four-quart Dutch oven, bring the water, salt, and milk to an almost boil. Stir in the grits and cook over low heat for 15 minutes, whisking occasionally. Stir in the butter and corn. Cover the pot and set aside until the shrimp are ready.
In a second Dutch oven, cook the andouille on medium heat until it's lightly browned. Remove the andouille to a plate with a slotted spoon and set aside.
To the pan add the butter. Cook on low heat until the butter melts, then add the flour and cook and stir until the roux is the color of peanut butter.
As soon as you achieve this color add the onion, peppers, garlic, and salt, and pepper. Cook on medium heat for about 12 minutes, until the veggies are soft and tender. Add the chicken stock and simmer for two minutes. Stir occasionally.
Add the shrimp, Worcestershire, hot sauce, lemon juice, paprika, parsley, thyme, and the cooked andouille. Cook on medium heat for about six minutes, or until the shrimp turn pink and are cooked through. Serve over the grits.