In a very large saucepan combine the milk and butter and bring to a boil. Slowly whisk in the grits and lower heat to medium low. Partially cover the saucepan and continue to cook grits, stirring occasionally, until very tender, about one hour. Should the grits become too thick before they are tender, add a bit of water to thin them and continue to cook until tender. During the last 30 minutes season the grits to taste with the rosemary and salt.
When the grits are done, grease a 13- by 9-inch rimmed baking pan and pour the grits onto the pan. Allow to cool in the refrigerator (loosely covered), until quite firm, at least two hours or up to overnight.
When you are ready to serve the grit cakes, preheat the oven to 500 degrees F. Using a cookie cutter or biscuit cutter, cut the grits to the desired size, or simply use a paring knife to cut into triangles or squares.
Place the grit cakes onto a baking sheet that has been coated with nonstick cooking spray and bake for 5 minutes or until golden brown and heated through.
medium-large shrimp, shell-on (21 count per pound)