In a heavy-bottomed saucepot, combine the water, bay leaf, and salt and bring to a simmer over medium heat. Gradually whisk the cornmeal into the pot, a little at a time, stirring constantly. Reduce the heat to medium low and stir constantly until the polenta is smooth and thick, about 30 minutes.
Remove the bay leaf. Turn the polenta into a serving bowl and keep warm.
In the bowl of a food processor, combine the celery and garlic, and process to form a smooth paste. Set aside.
In a 12 to 14-inch saute pan, heat the olive oil over medium-high heat and add the onion.
Saute until softened and slightly browned, about 3 minutes, then add the celery and garlic, and remaining bay leaves. Cook for 5 minutes, stirring occasionally.
Add the tomato paste and wine, mix well, and cook for 5 minutes.
Add the shrimp and season with salt and pepper, to taste.
Add a bit of water if necessary to keep the mixture from getting too thick, cook for 2 to 3 minutes until the shrimp are tender but cooked through.