Combine the milk and garlic in a large saucepan and heat over high heat until scalding. Reduce to a simmer and, using a wooden spoon, slowly stir in the grits. Cook over low heat, stirring constantly, for 8 to10 minutes, until the mixture is the consistency of mush. Remove from the heat and stir in the ham, cheese and chives. Season with salt and pepper and the cayenne.
Depending on the shape you desire, pour the mixture into a lightly oiled 9 by 9-inch square pan or other shallow pan. Cover tightly with plastic wrap and cool to room temperature, then refrigerate for 2 to 3 hours, until firm.
Unmold the grits mixture and slice or cut into the desired shapes.
Recipe reprinted with permission Larry Forgione from An American Place copyright 1996