Preheat oven to 375 degrees.
Grease a 2 quart souffle dish well and sprinkle 2 tablespoons of the cheese around the sides and bottom of the dish.
Cook the grits in the milk with the salt until done. Add the pepper, cayenne, butter, cheese, and egg yolks to the grits. Stir well and let cool.
Whip the egg whites until stiff and carefully fold into the grits mixture. Pour into the prepared souffle dish and bake for 20 to 30 minutes.