In a small saucepan, bring the water and sea salt to a boil over high heat.
Whisk in the stone-ground grits, reduce the heat to low, cover, and simmer for 20 minutes until tender.
While the grits cook, heat the olive oil in a large skillet over medium heat.
Add the diced onion and red bell pepper to the skillet, sautéing until the vegetables are soft and fragrant.
Toss the shrimp with the Cajun seasoning and black pepper, then add them to the skillet with the minced garlic.
Sauté the shrimp for 2 to 3 minutes per side until they are pink, opaque, and slightly charred.
Remove the grits from the heat and stir in the Greek yogurt to achieve a creamy, rich consistency.
Spoon the creamy grits into a bowl, top with the Cajun shrimp and vegetable mixture, and garnish with fresh parsley.