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Place shrimp, 2 tablespoons olive oil, paprika, cayenne pepper, 1 teaspoon salt, and pinch of black pepper in a medium bowl; toss to combine.
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Heat remaining 2 tablespoons olive oil in a large skillet over medium-high heat. Place shrimp, celery, shallots, and chiles in an even layer in skillet and let cook for 1 minute, without stirring. Turn shrimp and add wine; let reduce to 2 tablespoons, about 30 seconds. Add chicken broth and simmer until it begins to thicken, about 1 minute more. Stir in butter until completely melted; add lemon juice.
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Divide grits evenly between 4 serving bowls; top with shrimp and sauce. Garnish with cilantro and scallions; top with a slice of maple bacon and serve.
