Bring milk and 3 cups chicken stock to a boil in a pot over medium-high heat Lower heat to a simmer and slowly stream in the grits, while stirring continuously, until incorporated. Add salt and pepper. Simmer, uncovered, for 40 to 45 minutes, stirring and scraping the bottom of the pot with a wooden spoon often. Cook until grains are soft, adding more stock periodically as needed to keep a porridge-like consistency.

When grits are soft, turn off heat and stir in mascarpone until fully combined. Fold in 3/4 of the blue cheese, so cheese is dispersed but still chunky. Leave the last ounce for garnish. Taste grits for seasoning and add salt and pepper, to taste. Keep grits warm until ready to serve.

In a medium bowl, combine shrimp, 1/2 teaspoon salt, baking soda, and cornstarch and toss to coat. Refrigerate for at least 30 minutes and up to 1 hour.

To make the sauce: Melt butter in a small saucepan set on medium heat and add garlic. Cook, stirring until garlic is fragrant but not brown, about 1 minute. Stir in hot sauce and honey and bring to a simmer. Turn off heat and set aside.

Heat about a half inch of oil in a large, heavy skillet set on medium-high heat. Dredge shrimp in flour mixture and shake off excess. When oil is hot (test by dropping in a tiny sprinkle of flour. If it bubbles, the oil is hot) Gently add shrimp, being careful not to crowd pan. Work in batches, if necessary. Cook shrimp until crisp and just cooked through, turning once, about 1 minute per side, depending on the size of the shrimp. Be careful not to overcook. Remove cooked shrimp to a bowl and toss to coat with 3 to 4 tablespoons of warm buffalo sauce.

To serve, spoon a generous portion of grits into a warm serving bowl and top with some shrimp, a sprinkle of reserved blue cheese, and some chopped scallions. Drizzle with more buffalo sauce, as desired.