In a small saucepan, bring the chicken broth to a boil over medium-high heat.
Gradually whisk in the grits and sea salt, then reduce heat to low and cover the pan.
Simmer the grits for 15-20 minutes, stirring occasionally, until the liquid is absorbed and the texture is tender.
While the grits cook, pat the shrimp dry with a paper towel and toss them in a bowl with the Cajun seasoning and black pepper.
Heat the olive oil in a large skillet over medium heat and add the diced bell pepper, onion, and celery.
Sauté the vegetables for 5 minutes until they begin to soften and become fragrant.
Add the seasoned shrimp to the skillet and cook for 2-3 minutes per side until they are pink, opaque, and slightly charred.
Once the grits are finished cooking, remove from heat and stir in the Greek yogurt until the mixture is velvety and smooth.
Divide the creamy grits into bowls and top with the sautéed Cajun shrimp and vegetable mixture.
Garnish with freshly chopped parsley and serve immediately.