In a bowl, sprinkle the shrimp with the lemon juice, salt and cayenne pepper and set aside. Heat the bacon grease in a skillet and saute the onion and pepper over medium heat until the onion begins to become transparent, about 10 minutes. Then sprinkle the flour over the vegetables and stir constantly for about 2 minutes, until the flour begins to brown. Add the shrimp and about 3/4 cup of the hot water or stock, stirring constantly and turning the shrimp so that they cook evenly. Cook for another 2 to 3 minutes, until the shrimp are cook and the gravy is uniformly smooth, thinning with a little extra water or stock if necessary. Serve immediately over grits. Grits: In a heavy sauce pan, bring water, milk and butter, with the salt and pepper, to a slow boil. Add the grits in a stream, whisking, and cook over low heat, whisking occasionally, 8 minutes. Whisk in 1/2 cup cream and cook, whisking occasionally another 8 minutes. Whisk in remaining 1/2 cup cream and cook grits until thick and creamy, about 5 minutes more. Posted to recipelu-digest Volume 01 Number 337 by Waapu@aol.com on Dec 3, 1997