In a small saucepan, bring water and sea salt to a boil.
Whisk in the grits, reduce heat to low, cover, and simmer for 15-20 minutes until creamy.
While grits cook, heat olive oil in a large skillet over medium-high heat.
Add diced onion and bell pepper, sautéing for 3-4 minutes until softened.
Stir in the minced garlic and cook for 30 seconds until fragrant.
Add the shrimp to the skillet and sprinkle with Cajun seasoning and black pepper.
Sauté the shrimp for 2-3 minutes per side until pink and opaque.
Once grits are tender, remove from heat and stir in the Greek yogurt for a velvety texture.
Spoon the creamy grits into a bowl and top with the Cajun shrimp and vegetable mixture.
Garnish with fresh parsley and a squeeze of lemon juice before serving.