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.
While grits cook, heat olive oil in a large skillet over medium-high heat.
Add the diced onion, bell pepper, and celery, sautéing until the vegetables are softened and fragrant.
Toss the shrimp with Cajun seasoning and black pepper, then add to the skillet with the minced garlic.
Sear the shrimp for 2-3 minutes per side until pink and opaque, then stir in lemon juice.
Once the grits are done, remove from heat and stir in the Greek yogurt until the texture is smooth and creamy.
Spoon the creamy grits into a bowl and top with the Cajun shrimp and vegetable mixture.
Garnish with fresh parsley before serving.