To desalt cod fish or bacalao: Rinse the cod under running water, rubbing with your fingers the outermost layer of the cod salt. In a large bowl, large enough to hold the water and the cod, fill with cold water and place the cod in the water making sure that it is totally covered. Let soak for at least 8 - 12 hours.
Remove the water from the bowl and repeat the soaking process a second time for about 4 - 6 hours.
*You can let the cod fish soak longer if it is still salty. You may also want to repeat the soaking process a third time.
Shred the cod and place in a bowl and set aside.
In a skillet, heat oil, add garlic and cook for about 1 minute stirring (enough time for the garlic to release its aroma. Add Gemma’s Original Hot Sauce and cook while stirring for 1 minute. Add sweet peppers, and shallots. Stir to mix. Add shredded cod, stir to mix and adjust seasoning. Set aside.
Preheat the oven to 350°F and butter a baking dish. Pour the water and salt into a medium pot and heat until boiling. Whisk in the grits, stirring briskly to keep them from clumping. Reduce the heat to a simmer and cook, stirring frequently, for about 10 minutes or until the grits are tender and thick. Stir in the butter
In a small bowl, whisk the milk and egg together. Stir it into the grits along with the cheese and parsley. Mix the grits with the cod mixture and pour into the prepared baking dish, top with more cheese and bake for 35 to 40 minutes or until set.
Remove from oven and serve warm with a salad.