Toss tomatoes with ¼ Tbsp. of salt and ¼ Tbsp. olive oil and place on a lined baking sheet.
Bake at 400° in a convection oven until blistered, approximately 15 minutes.
In a large pot, heat remaining oil over medium-high heat and add celery, carrot, and fennel.
Sauté for roughly 3 minutes, stirring frequently.
Add onion, leeks, and bell pepper and cook for an additional 5 minutes.
Add ¼ Tbsp. salt, garlic, paprika, thyme, saffron, and the roasted cherry tomatoes.
Also add any juice from the tomato sheet pan.
Cook an additional 2 minutes, stirring frequently, before deglazing the pot with white wine and scraping up any bits that are stuck to the bottom of the pan.
Add in hot sauce, tomato paste, lobster base, bay leaf, and vegetable stock.
Bring to a boil and then reduce to medium-low heat.
Simmer until the mixture is reduced by one-third and season with remaining salt.
Remove from heat and allow to cool.
Using a large mixer or working in batches with a food processor, purée all ingredients and strain through a fine mesh strainer, reserving the liquid and discarding the solids.
Serve sauce over shrimp and grits for a unique take on a traditional.
