Cook the grits in the salted water. Once cooked, stir in milk and cook a few more minutes. Then add the margarine, garlic, Velveeta cheese, sharp cheddar cheese and Worcestershire sauce. Stir until the margarine and cheese have melted. Put in a casserole sprayed with vegetable oil cooking spray and sprinkle with paprika. Bake in preheated 350 degree oven for 15 to 20 minutes.