Voted Best Festival in the Southeast A coastal favorite, the Jekyll Island Shrimp and Grits Festival combines the classic southern dish with family-friendly entertainment, artists market, live music, kids’ zone, food, a craft brew fest, and more. Mark your calendars for this award-winning three-day event held the first weekend in November in the Historic District of Jekyll Island, Georgia. 2020 Festival Schedule Friday, November 6: 4-9 p.m. Saturday, November 7: 10 a.m.-9 p.m. Sunday, November 8: 10 a.m.-4 p.m.