Bring the water and sea salt to a boil in a small saucepan, then slowly whisk in the stone-ground grits.
Reduce heat to low, cover, and simmer for 15-20 minutes, stirring occasionally until the grits are thick and creamy.
Stir half of the ghee into the finished grits, then cover and set aside to keep warm.
In a large skillet, melt the remaining ghee over medium-high heat and add the diced bell pepper and yellow onion.
Sauté the vegetables for 3-4 minutes until they are softened and slightly charred around the edges.
Add the shrimp, Cajun seasoning, and black pepper to the skillet, cooking for 2 minutes per side until the shrimp are pink and opaque.
Stir in the lemon juice and fresh parsley, tossing everything together to coat the shrimp in the zesty pan sauce.
Spoon the creamy grits into a bowl and top with the Cajun shrimp and vegetable mixture.