There are plenty of myths about polenta, I used to think that it was super tedious thing to make which had to include standing at the stove for an hour stirring it, only going in a clockwise direction, being careful to avoid getting lumps which would ruin the entire endeavor and using fancy cornmeal that is clearly labeled polenta on the packaging while wearing green on the third day of the month. Well maybe not that extreme but you get the idea. But, I have yet to mess up a batch of polenta, and have been trying all sorts of different methods for cooking it. The recipe here is for polenta fries, but you could always skip the fry bit and just do the polenta bit. Also, I just use cornmeal, the kind that we use to make cornbread and hush puppies and it works just fine.
Simmer some water in a pot, and plop a bowl on top op it, making sure the bowl doesn't touch the water. Alternately, use an actual double boiler. Put the milk and warm water in the bowl with a bit of salt. Then slowly add the cornmeal and whisk it in.
Once the cornmeal is fully incorporated, cover it with tinfoil and let it hang out over the simmering water for about 20 minutes.
Next stir in a knob of butter and a good handful of grated cheese until everything is melted and combined.
Spread the polenta into a greased pan (the recipe says to do it in a 9 inch square pan, but that seemed WAY to small so I did it in a 9x13 one).
Chill overnight, or until it is firm enough to cut into strips. Take the strips and place them on a cookie sheet, brush with olive oil and bake.
When they are done they will hold their fry shape and have a golden crust, it took mine longer to get there than the recipe said it would.