In a small saucepan, bring the chicken broth and sea salt to a boil over medium-high heat.
Whisk in the stone-ground grits, reduce the heat to low, cover, and simmer for 15-20 minutes until the liquid is absorbed and the texture is creamy.
While the grits are cooking, toss the shrimp in a bowl with the Cajun seasoning and black pepper until evenly coated.
Heat the olive oil in a large skillet over medium-high heat.
Add the diced bell pepper, onion, and celery to the skillet and sauté for 4-5 minutes until the vegetables are tender-crisp.
Stir in the minced garlic and cook for an additional 30 seconds until fragrant.
Add the seasoned shrimp to the skillet and cook for 2-3 minutes per side until they are pink and opaque.
Remove the grits from the heat and stir in the Greek yogurt until completely incorporated and smooth.
Finish the shrimp and vegetables with a squeeze of fresh lemon juice.
Portion the creamy grits into a bowl, top with the Cajun shrimp mixture, and garnish with chopped fresh parsley.