Start by cooking the polenta which will take about 30 minutes.
In a deep pan, add water and broth and bring it to a boil.
Now, with one hand, pour the polenta slowly to the pan and with the other hand, keep whisking. It's extremely important to follow this step else the polenta will form lumps. You could also whisk the polenta in cold water or broth and then, turn on the heat and start whisking.
Add some salt and bring down the heat to low.
Cover the pan and let it slow cook for about 30-35 minutes, stirring every 10 minutes. If you think it's getting too thick, add some water and whisk to mix it properly.
At the end, add the sage, milk and cheese.. give it a mix and let it cook for another 5 minutes.
In the mean time, we can roast the shrimp and cook the peas.
In a bowl, mix the shrimp with all the spices, salt and some oil. Let it rest for 15 minutes
After 15 minutes, put them in skewers and roast it at 400F for about 10 to 15 minutes. The time may differ depending on the size of the shrimp.
Once done, cover them with an aluminum foil to keep it warm.
For the pan-fried peas, heat some oil in a pan.
Add the shallots and saute for a while.
Pour the peas, season with salt and pepper and cook for about 5 minutes.
Arranging the plate -- Pour the creamy polenta on a plate, add some peas and top it with some roasted shrimp.
Finally, garnish with some more cheese and serve immediately.