Bring milk to a simmer in medium saucepan. Add corn grits and whisk continuously until thickened, about 5 minutes.
Remove from heat and stir in half of the feta. Pour into a well-greased 9-inch pie pan and let cool until set, about 5 minutes.
Place a 10-inch round serving plate on top of the pie plate and quickly flip to invert grits onto serving plate. Garnish with remaining feta and sour cream (if desired).