Combine the polenta, cayenne, cumin, salt, and cilantro in a bowl and mix well.
Dredge shrimp lightly in flour, dip in cold water, and then roll in the polenta mixture to coat.
Heat the oil in a heavry pan. Add the prawns a few at a time so as not to crowd the pan. Saute for 2 to 3 minutes on each side until cooked through and lightly golden. Set on paper towel to drain.
Place shrimp in a heat proof dish. Sprinkle cheese over shrimp. Set dish under a preheated broiler for 2 to 3 minutes or until cheese is bubbling.
Serve immediately with fresh lime and your favourite salsa.