In a small saucepan, bring the water and milk to a gentle boil over medium heat.
Slowly whisk in the stone-ground grits and sea salt, then reduce heat to low, cover, and simmer for 15-20 minutes, whisking occasionally until creamy.
Stir the ghee into the finished grits, cover, and set aside to keep warm.
While the grits are simmering, toss the shrimp in a small bowl with the Cajun seasoning and black pepper until evenly coated.
Heat the olive oil in a large skillet over medium-high heat.
Add the diced onion, green bell pepper, and celery to the skillet and sauté for 4-5 minutes until the vegetables are tender.
Add the seasoned shrimp to the skillet and sear for 2-3 minutes per side until they are pink, opaque, and slightly charred.
Stir in the lemon juice and fresh parsley, tossing everything together for 30 seconds.
Portion the creamy grits into a shallow bowl and top with the Cajun shrimp and vegetable mixture.