Bring the water to a boil in a small saucepan over medium-high heat.
Whisk in the stone-ground grits and a pinch of the sea salt, then reduce heat to low and cover.
Simmer the grits for 20 minutes, stirring occasionally, until they reach a thick and creamy consistency.
While the grits simmer, melt the ghee in a large skillet over medium heat.
Add the diced bell pepper and onion to the skillet, sautéing until the vegetables are tender.
Season the shrimp with Cajun seasoning, the remaining sea salt, and black pepper.
Add the shrimp and minced garlic to the skillet, cooking for 2 minutes per side until the shrimp are pink and firm.
Stir in the lemon juice and remove the skillet from the heat.
Divide the creamy grits between bowls and top with the Cajun shrimp mixture.
Garnish with chopped fresh parsley before serving.