In a heavy-bottomed pot, bring the milk and salt just to a low boil. Quickly add all the grits and whisk in well. Bring back to a boil while whisking constantly. Turn heat to low, cover and simmer for 7 or 8 minutes, whisking occasionally. (You must whisk constantly and then occasionally or you will get lumps.)
When grits are tender, turn off the heat and with a wooden spoon stir in cheese a handful at a time. Cover to keep warm on the stove, or, if making ahead, scrape into a buttered casserole allow to cool.
Let come to room temperature if possible before reheating, covered, at 350° until hot.