Slice strips of bacon in half long ways and then dice. Put in pan with minced garlic cloves and cook until slightly browned. Add bell pepper and mushrooms. Season shrimp with salt, pepper, chili powder, onion powder, and paprika. Start milk in sauce pot and bring to boil. Add grits and cook till creamy. Stir in cheese until completely melted. Add shrimp to the pan with bacon and vegetables. Cook until light pink and top cheese grits.