Combine the milk, water and salt and bring to a boil. Whisk in the cornmeal and let simmer for 30-40 minutes, whisking often. Keep the extra cup or so of water warm on a burner and add as needed to loosed the polenta while cooking.
Heat a cast iron skillet on the stove over a medium heat, add the jamon and cook until crispy. Remove from pan and set aside.
Toss the shrimp in a bowl with 1 tablespoon of olive oil and the oregano, paprika, cayenne and garlic. Place the shrimp in the seasoned cast iron skillet and cook in the oven for 4 minutes. Remove. Turn the oven up to 450. Turn the shrimp over in the pan, add in the tomatoes and the wine. Return the pan to the oven for 5 more minutes.
About 5 minutes prior to serving, whisk the butter into the polenta. If cheese is desired, whisk that in as well.
Spoon the polenta in to bowls, spoon the shrimp mixture on top and sprinkle with the jamon, parsley and green onions.