Cook grits with the shrimp stock according to package instructions.
Add canola oil and shallots to a large skillet over medium heat and cook until the shallots start to soften and become translucent, about 5 minutes. Add chili powder, paprika, Cajun seasoning, garlic and some salt and cook for 1 minute, stirring, then add the tomato paste and cook, stirring, 1 minute. Add the cognac and reduce by half, then add the tomatoes and cook until they start to break down, about 5 minutes. Puree mixture in a blender and set aside.
Saute the sliced andouille in a medium skillet to achieve a dark sear on both sides, about 8 minutes total. Remove cooked andouille and sear shrimp in andouille fat, about 2 minutes per side.
Combine grits with tomato mixture and stir to combine. Spoon andouille and shrimp on top and serve immediately.
When blending hot liquid, first let it cool for five minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.
This recipe has been updated and may differ from what was originally published or broadcast.