Bring 2 cups chicken broth, milk, 2 tablespoons butter, and white pepper to a boil in a large saucepan over medium-high heat. Gradually whisk in grits; return to a boil. Reduce heat, and simmer, stirring occasionally, 5 to 10 minutes or until thickened. Add Parmesan cheese, and whisk until melted and blended.
Spoon 1 rounded tablespoonful of grits-and-cheese mixture into each lightly greased cup of 3 (12-cup) miniature muffin pans.
Bake at 350° for 20 to 25 minutes or until lightly browned. Make an indentation in centers of warm grits tarts, using the back of a spoon. Let cool completely in pans. Remove tarts from muffin pans, and place on a 15- x 10-inch jellyroll pan.
Melt remaining 2 tablespoons butter in a medium saucepan over medium-high heat; add ham, and sauté 1 to 2 minutes. Sprinkle 3 tablespoons flour evenly over ham, and cook, stirring often, 1 to 2 minutes or until lightly brown. Gradually add remaining 1 1/2 cups chicken broth, stirring until smooth.
Reduce heat, and cook, stirring often, 5 to 10 minutes or until thickened. Stir in 3 tablespoons chopped parsley and white wine Worcestershire sauce, and spoon evenly into tarts.
Bake at 350° 5 to 10 minutes or just until warm. Top with 1 cooked shrimp. Garnish, if desired.