Toss the shrimp in a few dashes of olive oil then seaon your shrimp liberally with cajun seasoning, coating well on all sides. Reserve 1/2 teaspoon of cajun seasoning to add into your pan sauce.
Cook the seasoned shrimp in the bacon fat (about 2 tablespoons) over medium high. Cook them on both sides, flipping only once, until they are no longer opaque, about 4 minutes total. Remove the shrimp and tent with foil. You may need to cook them in batches to avoid overcrowding the pan. If so, use the reserved bacon fat.
In the same pan, add butter, garlic, scallions and cook until butter melts and garlic is fragrant, about 2 minutes. Add 1/2 tsp cajun seasoning, red pepper flakes, and Calabrian peppers and their oil. Cook for another minute.
Add chicken stock and scrape up any brown bits from the pan. Add lemon, worcestershire and cream. Whisk until it comes together as a sauce. Taste and adjust with salt and pepper as needed.
Place the shrimp back into the pan, add the parsley then toss to coat and another dash of lemon juice over the shrimp. Serve this dish by spooning grits into each bowl then top with shrimp, spoon over the pan sauce, and finish off with crisp bacon.