In a small saucepan, bring the chicken broth and 0.5 cup of water to a boil.
Whisk in the grits, reduce heat to low, cover, and simmer for 15-20 minutes until the texture is creamy.
While the grits cook, pat the shrimp dry with a paper towel and toss them in a bowl with Cajun seasoning and smoked paprika.
Heat the avocado oil in a large skillet over medium-high heat.
Add the diced onion and bell pepper to the skillet, sautéing for 3-4 minutes until they begin to soften.
Add the minced garlic and seasoned shrimp to the skillet, cooking for approximately 2 minutes per side until the shrimp are pink and opaque.
Stir the lemon juice into the shrimp and vegetable mixture, then remove the skillet from the heat.
Once the grits are tender, stir in the Greek yogurt until the mixture is fully incorporated and smooth.
Divide the creamy grits into bowls and top with the smoky shrimp and vegetable mixture.
Garnish the dish with freshly chopped parsley and serve immediately while hot.