In a small saucepan, bring water and sea salt to a boil over medium-high heat.
Slowly whisk in the stone-ground grits, then reduce heat to low and cover the pan.
Simmer the grits for 15-20 minutes, whisking occasionally, until they reach a thick and creamy consistency.
While the grits cook, heat the ghee in a large skillet over medium-high heat.
Add the diced green bell pepper, yellow onion, and celery to the skillet and sauté for 5 minutes until tender.
Toss the shrimp with Cajun seasoning and black pepper in a small bowl until evenly coated.
Add the seasoned shrimp to the skillet with the vegetables and cook for 2-3 minutes per side until pink and opaque.
Stir in the lemon juice and remove the skillet from the heat.
Divide the creamy grits into bowls and top with the sautéed Cajun shrimp and vegetable mixture.
Garnish with freshly chopped parsley and serve immediately.