In a small saucepan, bring the water and a pinch of sea salt to a boil.
Whisk in the stone-ground grits, reduce the heat to low, cover, and simmer for 15-20 minutes until the liquid is absorbed and grits are tender.
While the grits are simmering, heat the olive oil 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 softened and slightly charred.
Toss the shrimp in a bowl with the Cajun seasoning, remaining sea salt, and black pepper until evenly coated.
Add the seasoned shrimp to the skillet and sear for 2-3 minutes per side until they are pink, opaque, and cooked through.
Once the grits are finished cooking, remove from heat and stir in the Greek yogurt until the texture is creamy and smooth.
Spoon the creamy grits into a shallow bowl, top with the Cajun shrimp and pepper mixture, garnish with fresh parsley, and serve with a lemon wedge for squeezing.