Using a box grater, grate 2 ears of the corn over a medium bowl. Catch as much of the juice as possible and set aside. In another bowl, cut the kernels off of the 3rd ear of corn and set aside.
In a medium saucepan, bring the milk and water to a boil. Reduce to a simmer and gradually stir in the grits. Continue to simmer, stirring often, for about 20-25 minutes. Mix in the butter and grated corn, along with all the juice. Season with salt and pepper.
Meanwhile put your bacon lardons into a cold pan. Turn the burner to medium and render the fat out of the bacon. Cook, stirring occasionally until the lardons are nice and crispy. Remove, put them on a paper towel to drain and set aside
Leave all the bacon fat in the skillet and add the olive oil. Increase the heat to medium-high. Add the garlic, oregano, paprika and cayenne pepper to the skillet and cook for about 30 seconds, stirring constantly. Add the whole corn kernels; stirring occasionally, cook until they are golden brown and begin to pop, about 3 minutes. Add the shrimp and continue to stir occasionally until they are cooked through, about 4 minutes.
Serve shrimp and corn over the grits; top with fresh chives and bacon lardons.
To me, this is a meal in itself. But, if you want some sides to go along with it I would recommend green beans and corn bread.