In a small saucepan, bring water and sea salt to a boil, then whisk in the grits.
Reduce heat to low, cover, and simmer for 15-20 minutes until the grits are tender and have absorbed the liquid.
Stir the Greek yogurt into the cooked grits until smooth and creamy, then set aside.
While grits cook, toss the shrimp with Cajun seasoning and black pepper in a medium bowl.
Melt the ghee in a large skillet over medium-high heat.
Add the onion, bell pepper, and celery to the skillet, sautéing until the vegetables are softened and fragrant.
Add the garlic and seasoned shrimp to the skillet, cooking for 2-3 minutes per side until the shrimp are pink and opaque.
Spoon the creamy grits into a bowl and top with the sautéed shrimp and vegetable mixture.
Garnish with chopped fresh parsley before serving.