In a small saucepan, bring the water and sea salt to a rolling boil.
Whisk in the stone-ground grits, then reduce the heat to low, cover, and simmer for 15 to 20 minutes until tender and thick.
While the grits are cooking, heat the olive oil in a large skillet over medium-high heat.
Add the diced bell peppers and yellow onion to the skillet, sautéing for 3 to 4 minutes until they begin to soften.
Toss the raw shrimp with the Cajun seasoning and black pepper in a small bowl until evenly coated.
Add the seasoned shrimp and minced garlic to the skillet, cooking for 2 to 3 minutes per side until the shrimp are pink and opaque.
Once the grits have finished cooking, remove the saucepan from the heat and stir in the Greek yogurt until the texture is velvety.
Spoon the creamy grits into a shallow bowl and top with the spiced shrimp and pepper mixture.
Garnish the dish with freshly chopped parsley before serving.