Bring water to a boil on the stove top over high heat. You can add the salt and pepper while you are waiting for the water to boil.

Just as water starts to boil, pour in the grits. Stir. Stir frequently. As the grits start to boil hard, turn the heat down to medium. Eventually the water will cook down and the grits will start to thicken, bubble and spring out of the pan onto your arm (be careful they are hot). Keep stirring, but you can turn the heat down a little more if they are popping out and burning you. Stir some more.

Just as the grits are becoming thick like the consistency of pudding, add the butter, milk and cheese. Stir some more. Wait at least 1 minute, but they are ready to eat whenever they are the consistency you like. I like mine thick like pudding. Some people like theirs a little more soupy. You be the judge. They will become thicker the longer you allow them to cook.

Remove from the heat