In a small saucepan, bring the water and sea salt to a boil, then slowly whisk in the stone-ground grits.
Reduce the heat to low, cover the pan, and simmer for 15-20 minutes until the grits are tender, whisking occasionally to prevent sticking.
While the grits are simmering, heat the ghee in a large skillet over medium-high heat.
Add the diced onion, bell pepper, and celery to the skillet and sauté until the vegetables are softened and fragrant.
Toss the shrimp in a bowl with the Cajun seasoning and black pepper until evenly coated.
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 them from the heat and stir in the Greek yogurt until the texture is smooth and creamy.
Spoon the creamy grits into a bowl, top with the Cajun shrimp and vegetable mixture, and garnish with fresh parsley and a squeeze of lemon juice.