Cook the grits in unsalted water according to the package directions.
Stir the shredded cheddar and Monterey Jack cheese, butter, Worcestershire sauce, and garlic into grits. Transfer the mixture to a greased 1-1/2-quart casserole. Sprinkle with paprika.
Bake in a 350 degree F oven for 15 to 20 minutes or until they're heated through and cheeses melt.