To prepare the shrimp, shell and devein, leaving the head on and reserving shells for the Shrimp Reduction. Slice the pancetta or have your grocer slice it for you the same thickness as slab bacon. Wrap the flesh part of each shrimp with the pancetta. To cook the shrimp, season the shrimp with lemon pepper and saute over medium heat until the pancetta is golden brown and crisp. Deglaze the pan with Worcestershire and reduce to coat the shrimp. Reserve for plating.

To cook the grits: Bring the milk, water and jalapenos to a simmer over medium heat. Add the grits and butter; simmer until tender adding additional water if needed, stirring occasionally. When grits are tender, finish with mascarpone cheese and season with salt and pepper. Reserve warm for plating.

In a small saucepan sweat the shallot, corn cobs and shrimp shells in whole butter until orange. Add tomato paste and caramelize. Deglaze with white wine and reduce. Add shrimp stock and simmer for 1/2 hour. Strain, reduce by 1/2 and finish with whole buerre manie - buerre manie is made by combining the whole butter with the flour. Reserve for plating.

Fry okra in 350 degrees F oil until golden. Grill heirloom tomatoes. Place tomatoes and okra in the middle of the plate, spoon grits on top of the okra and tomatoes, arrange shrimp around the plate. Sprinkle shaved fennel, fronds and parsley on top of dish.