BBQ Shrimp on Cheddar Grits with Creamy Corn Sauce

In small saucepan, bring heavy cream, corn, red onion and 1/2 tsp. of the thyme to a boil; cover and simmer 5 minutes. Uncover and cook 2 minutes longer until corn mixture is creamy and slightly thickened. Remove from heat; keep covered. In a medium saucepan, bring milk and water to a boil. Slowly whisk in grits. Reduce heat to low, cover and cook 5 minutes, whisking once, until thickened. Stir in Worcestershire sauce, salt, hot pepper sauce, and cheese until cheese is melted. While grits are cooking, thread shrimp on skewers to prevent shrimp from curling. Mix barbecue sauce and remaining 1 1/2 tsp. thyme and brush over shrimp. Broil or grill on a stove top grill pan 2 to 3 minutes per side until cooked through. To serve spoon corn sauce over shrimp and grits.