In a small saucepan, bring water and sea salt to a boil.
Whisk in the grits, reduce heat to low, cover, and simmer for 15-20 minutes until tender.
Remove grits from heat and stir in the Greek yogurt until the texture is creamy and smooth.
While grits cook, heat olive oil in a large skillet over medium-high heat.
Add the diced onion, bell pepper, and celery, sautéing for 5 minutes until softened.
Stir in the minced garlic and Cajun seasoning, cooking for 1 minute until fragrant.
Add the shrimp to the skillet and cook for 2-3 minutes per side until pink and opaque.
Squeeze fresh lemon juice over the shrimp and season with black pepper.
Spoon the creamy grits into a bowl and top with the Cajun shrimp and vegetable mixture.
Garnish with fresh chopped parsley before serving.