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, stirring occasionally until the grits are tender and have absorbed the liquid.
While the grits cook, heat the olive oil in a large skillet over medium-high heat.
Add the diced bell peppers and yellow onions to the skillet, sautéing until they are softened and slightly caramelized.
Toss the shrimp 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 fully cooked.
Once the grits are finished, remove from heat and stir in the Greek yogurt to achieve a rich and creamy consistency.
Spoon the creamy grits into a bowl, top with the Cajun shrimp and vegetable mixture, and garnish with fresh parsley.