Step 1 In a large saucepan, bring the milk to a boil. Slowly whisk in the grits to avoid any lumps. Stir in the salt and pepper.
Step 2 Reduce the heat and simmer the grits, stirring occasionally, until they start to thicken, about 20 minutes. Stir in the cream, a little at a time. Gently simmer, stirring frequently to keep the grits from scorching, until the grits are softened and thickened, about 30 to 45 additional minutes. Slowly stir in the Parmesan cheese. Taste, and adjust the seasoning if desired.