Shrimp with Fresh Corn Grits

Name: Shrimp with Fresh Corn Grits
Ingredients: 3 ears of corn, husked; 2 cups low-sodium chicken broth; 1 cup whole milk; 3/4 cup grits (not instant); 2 tablespoons unsalted butter; Kosher salt; Freshly ground pepper; 1/4 cup olive oil; 2 garlic cloves, thinly sliced; 1/2 teaspoon dried oregano; 1/2 teaspoon hot smoked Spanish paprika or 1/2 teaspoon smoked paprika and a pinch of cayenne pepper; 1 1/2 pounds large shrimp, peeled, deveined, tails left intact; Chopped fresh chives (for serving)