Add water, milk, or stock to a large saucier or saucepan and set over high heat. Sprinkle in cornmeal while whisking (water does not have to be boiling). Bring to a boil, stirring frequently. Let boil, stirring frequently, and lower heat immediately and continue to cook, stirring frequently with a spoon or silicone spatula and scraping bottom to prevent scorching, until polenta becomes thick, about 50 minutes for dry cornmeal. Season with salt.
Stir in 3 tablespoons of butter or olive oil, if polenta forms lumps, beat vigorously with a stiff whisk to remove. If polenta becomes too firm or begins to set, add a small amount of water, stock, or milk and beat in with a whisk until liquid is fully incorporated and no lumps remain. Sautee vegetables with 2 tablespoon of butter or oil until tender over medium heat. Deglaze with white wine and let reduce until almost no liquid remains in pan. And cream and stir to incorporate. Let reduce until sauce thickens slightly. Add shrimp and cook until tender