In a small saucepan, bring the water to a boil, then slowly whisk in the stone-ground grits and a pinch of sea salt.
Reduce heat to low, cover, and simmer for 15-20 minutes, stirring occasionally until the grits are tender and have absorbed the liquid.
Once the grits are cooked, remove from heat and stir in the Greek yogurt and black pepper until the texture is smooth and creamy.
While the grits simmer, heat the olive oil in a large skillet over medium heat.
Add the diced red bell pepper and yellow onion to the skillet, sautéing for 4-5 minutes until the vegetables have softened.
Stir in the minced garlic and the raw shrimp, then sprinkle the Cajun seasoning evenly over the mixture.
Cook the shrimp for 2-3 minutes per side until they are pink, opaque, and slightly curled.
Squeeze the juice of the half lemon over the shrimp and toss with freshly chopped parsley.
Spoon the creamy grits into a bowl and top with the zesty Cajun shrimp and vegetable mixture.