Louisiana Grilled Shrimp with Cheddar Cheese Poblano Grit Cakes, Rouille and Pepper Jelly

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2 poblano peppers

1 pound Cheddar cheese, grated

6 cups grits, cooked to package directions

Flour

Egg wash

Fresh bread crumbs for breading cakes

2 red bell peppers, diced very finely

1 tablespoon peanut oil, plus oil for frying cakes

4 tablespoons Grand Marnier

2 cups Karo, light corn syrup

2 to 4 anchovy fillets, to taste

1 tablespoon capers

1/4 teaspoon harissa or Chinese red pepper sauce

1 tablespoon chopped garlic

1 large lemon, juiced

1 cup homemade mayonnaise (commercial can be substituted, but use reduced sugar type to avoid too much sweetness)

12 U-12 shrimp (jumbo, the bigger the better)

3 tablespoons sliced scallion tops