Peel shrimp, leaving tails on; devein, if desired. Cover and chill.
Bring broth and next 2 ingredients to a boil over medium heat. Add grits; reduce heat to low. Cook, whisking often, 30 minutes or until creamy and tender. (If grits become too thick, add up to 1⁄4 cup water to thin.) Remove from heat, and keep warm.
Melt butter in a large skillet over medium heat. Add prosciutto, and cook 3 minutes or until lightly browned. Add jalapeno and next 2 ingredients. Cook, stirring occasionally, 5 minutes or until onion is tender. Stir in wine. Cook 1 minute, stirring to loosen particles from bottom of skillet.
Add chopped tomato, and cook 3 minutes. Add shrimp, thyme, and remaining ingredients. Cover and cook 7 to 8 minutes or just until shrimp turn pink. Top each serving of grits with shrimp mixture, and garnish, if desired.