Combine broth and water in a saucepan, bring to a simmer over medium heat, covered, then reduce to medium-low and maintain a simmer.
Heat butter in a Dutch oven or stock pot over medium. Add shallot and cook until softened and translucent, 3 minutes. Add sorghum, and cook, stirring constantly, until edges start to become translucent, 3–4 minutes.
Stir 1 cup warm broth mixture into sorghum, and cook, stirring constantly until liquid has nearly absorbed, 15 minutes. Stir in 1½ cups warm broth mixture, reduce heat to medium-low, cover, and simmer 15 minutes, stirring once.
Uncover pot and cook, stirring constantly 1 minute, then stir in another 1½ cups broth mixture; cover and simmer 15 minutes, stirring once.
Repeat process of adding broth, simmering, and stirring until all broth mixture has been used and sorghum is tender and creamy, about 45 minutes more.
Stir wine into risotto and cook, stirring constantly, until creamy, about 4 minutes. Stir in Parmesan and rosemary; season with salt, pepper, nutmeg and additional rosemary, if desired.
Serve with additional Parmesan on the side.