In a large saucepan, bring chicken stock and garlic to a boil. Reduce the heat and whisk in the cornmeal, stirring constantly. Switch to wooden spoon, add salt and pepper and cook and stir until thick, about 8 to 10 minutes. Off heat, stir in Parmesan cheese, sour cream and butter. Taste for seasonings and cover with lid to keep warm.
In large skillet, heat olive oil over medium-high heat. Add sausage rounds and cook until golden and brown. Remove to paper towel-lined plate and set aside.
Add bacon to pan, cook until fat has rendered and starting to crisp. Reserve 2 tablespoons bacon fat in skillet, remove bacon to plate with sausage to drain, set aside.
Cook onion in bacon drippings until translucent and starting to brown. Add garlic, stir and cook about 30 seconds until fragrant.
Season shrimp with a little black pepper and add to skillet with Cajun seasoning and smoked paprika. Stir and cook 2-3 minutes until shrimp is just cooked through.
Add wine and shrimp stock to pan and deglaze by scraping up any browned bits. Simmer until liquid is reduced by almost half, about 3 minutes or so.
Stir in Worcestershire and lemon juice. Add the sausage and bacon back to pan, season with salt and pepper and a few shakes of hot sauce. Toss to combine well and heat through.
To finish, swirl in 1 tablespoon of butter until incorporated. Spoon over grits, top with chopped parsley and serve immediately.