In a sauce pot, melt the butter and add the jalapenos. Cook a few minutes to soften. Add in the stock and milk and bring to a simmer. Whisk in the cornmeal.
Simmer on low, stirring often until cooked, about 20 minutes. Stir in cheese and scallions and remove from heat. Add a little butter if it seems too thick.
Cook the andouille in the butter over medium high heat in a frying pan until lightly browning. Add in the shrimp and cook 1 minute. Add in the garlic and cook 2 more minutes. Add in the spices, lemon and wine and cook another 2 minutes. Remove from heat.
Build the wraps starting with the grits, then some shrimp with its juices, then a layer of chips, then more grits. Wrap it up in a circle (like a crunchwrap)
Grill in a pan with a little butter. First on the crease side, then on the other side. Serve.