Roast all the chiles over an open flame on your cooktop, placing them directly on top of the cooking grates, and allow them to blister and blacken on all sides, turning them with tongs as necessary, 6 to 7 minutes (see Note).

Transfer the chiles to a paper bag, crimp the edges closed, and allow them to steam until their skins are loosened and the chiles have cooled slightly, 10 to 15 minutes. Remove the chiles and wipe off the charred skins.

Discard the stems and seeds. Chop the chiles and add them to a 6-quart slow cooker along with the grits, water, milk, butter, salt, garlic, and chili powder.

Cook on low for 7 hours or on high for 4 hours, whisking occasionally, until the grits are very tender and creamy.

Add the 4 ounces pepper Jack and 2 ounces cheddar, and stir until melted. Serve the grits garnished with additional pepper Jack and cheddar, the Cotija, and a sprinkling of chili powder if desired.

Note : Alternatively, if you do not own a gas cooktop, you can blacken the peppers on a grill or rub them with a bit of oil and blister the skins under the broiler.