For the polenta: In a large microwave safe bowl, combine the water (1½ cups for medium grind cornmeal, 1¾ cups for polenta), cornmeal, 1 tablespoon olive oil, thyme, salt and a generous amount of black pepper. Microwave for 5 minutes. Stir. Microwave 5 more minutes. If not yet creamy, cook about 1 minute longer. Stir in the cheese. Taste and adjust the seasoning. If shrimp are not yet ready, leave the bowl in the microwave to keep the polenta warm.
For the vegetables: In a heavy large skillet over medium heat, warm the oil. Add the peppers and sauté 2 minutes. Add the zucchini, sprinkle with salt and pepper and sauté until the vegetables are crisp tender, about 2 minutes longer. Transfer to a bowl and keep warm.
For the shrimp: Pat the shrimp dry and place in a small bowl. Add the smoked paprika, Aleppo pepper, 1/8 teaspoon salt and a good grind of black pepper and toss to distribute the spices. Add 1 tablespoon oil to the same skillet and warm over medium-high heat. Add the shrimp and cook until they begin to curl but are not quite cooked through, about 1 minute on each side. Add the wine and boil to reduce slightly.
Divide the polenta between 2 warm plates, spreading in the center. Spoon the vegetables over. Top with the shrimp and pour the pan juices over. Serve right away.