Bring the water and sea salt to a boil in a small saucepan over medium-high heat.
Slowly whisk in the stone-ground grits, then reduce heat to low and cover.
Simmer the grits for 15-20 minutes, stirring occasionally, until the liquid is absorbed and the texture is creamy.
While the grits cook, heat avocado oil in a large skillet over medium-high heat.
Add the diced yellow onion and bell pepper to the skillet, sautéing for about 4 minutes until softened.
Toss the shrimp with Cajun seasoning and black pepper in a small bowl until evenly coated.
Add the shrimp and minced garlic to the skillet, cooking for 2-3 minutes per side until the shrimp are pink and opaque.
Once the grits are finished, remove from heat and stir in the ghee and Greek yogurt until fully incorporated.
Portion the creamy grits into a bowl, top with the zesty shrimp and pepper mixture, and finish with a fresh squeeze of lemon juice.