In a heavy-bottomed saucepot, combine the water, bay leaf, and salt and bring to a simmer over medium heat. Gradually whisk the cornmeal into the pot, a little at a time, stirring constantly. Reduce the heat to medium low and stir constantly until the polenta is smooth and thick, about 30 minutes. Remove the bay leaf. Turn the polenta into a serving bowl and keep warm.
In the bowl of a food processor, combine the celery and garlic, and process to form a smooth paste. Set aside.
In a 12 to 14-inch saute pan, heat the olive oil over medium-high heat and add the onion. Saute until softened and slightly browned, about 3 minutes, then add the celery and garlic, and remaining bay leaves. Cook for 5 minutes, stirring occasionally. Add the tomato paste and wine, mix well, and cook for 5 minutes. Add the shrimp and season with salt and pepper, to taste. Add a bit of water if necessary to keep the mixture from getting too thick, cook for 2 to 3 minutes until the shrimp are tender but cooked through.
Remove the bay leaves and stir in the parsley. Serve immediately with the warm polenta.
Recipe copyright 2001, Mario Batali. All Rights Reserved.