In a small saucepan, bring the water and sea salt to a boil, then whisk in the stone-ground grits.
Reduce the heat to low, cover the pan, and simmer for 15-20 minutes until the grits are tender, stirring occasionally to prevent sticking.
While the grits cook, heat the ghee in a large skillet over medium-high heat.
Add the diced yellow onion and red bell pepper to the skillet, sautéing for 3-4 minutes until they begin to soften.
Toss the shrimp with the Cajun seasoning and black pepper in a small bowl, then add them to the skillet along with the minced garlic.
Cook the shrimp for 2-3 minutes per side until they are pink, opaque, and slightly charred on the edges.
Once the grits are finished, remove from heat and stir in the Greek yogurt until the texture is smooth and creamy.
Portion the grits into a bowl, top with the sautéed shrimp and vegetables, and garnish with lemon juice and sliced green onions.