For the polenta: In a medium size sauce pan bring milk to a boil over medium high heat. Slowly add cornmeal, whisking in. Cook for 10 minutes, stirring constantly. Remove from heat and add yolk, jalapeno and cheese. Salt and pepper to taste. Put into a greased 9 by 5 by 3-inch pan. Cover tightly and refrigerate until firm, about 10 minutes. Cut into 24 pieces. Grill or saute to heat.
For the chutney: Combine above ingredients in a large bowl and refrigerate up to 1 hour or until ingredients absorb flavors. Spoon over polenta.