In a small mixing bowl combine the oregano, thyme, paprika, garlic powder, onion powder, and cayenne pepper. Set aside and reserve about 2 to 3 tsp for the polenta.
Next, place your unfrozen shrimp on a large baking sheet and pat dry. Drizzle the shrimp with olive oil, kosher salt, pepper, and a bit of the creole seasoning until evenly coated.
Preheat your large skillet to medium-high heat and melt the butter with a bit of olive oil. Cook the shrimp (if you have a bunch of shrimp you will need to work in batches) for about 2 minutes on each side or until golden. Remove from the skillet and place on a plate.
Next, add a little bit more olive oil to the skillet and over medium heat cook the onion, celery and green pepper. Cook until softened about five minutes and then add the garlic. Continue to continue until everything is well combined.
Bring 3 cups of water and a pinch of salt to a boil. Add in 1 cup of the polenta and continue to cook and stir. This will happen quickly. Keep stirring until smooth for about three minutes. Stir about 1.5 tsp creole seasoning (more if you want a stronger flavor), 1 tbsp butter, milk, shredded cheese, salt and pepper. Remove from heat.
To serve: divide the polenta among four bowls. Top with polenta with vegetables and shrimp. Garnish with green onions and serve.