1. Combine orange juice and vinegar in small bowl, and set aside.
2. Heat oil in skillet over medium heat. Add beans, mushrooms, shallots, and 3-inch rosemary sprigs. Reduce heat to medium-low. Cook 30 minutes, or until vegetables are browned. Remove from heat, add orange juice mixture, and scrape browned bits off bottom of pan. Remove rosemary sprigs, and season with salt and pepper, if desired. Keep warm.
3. Bring milk, salt, and 31/2 cups water to a boil in saucepan. Whisk in grits. Reduce heat to medium-low, and simmer 20 minutes, or until smooth, stirring often. Stir in 2 Tbs. Parmesan (if using). Serve vegetables over polenta garnished with small rosemary sprigs and sprinkled with remaining Parmesan (if using).