In a small saucepan, bring the water and sea salt to a boil over medium-high heat.
Slowly whisk in the stone-ground grits, then reduce the heat to low, cover, and simmer for 15-20 minutes until the liquid is absorbed and grits are tender.
While the grits are simmering, toss the raw shrimp in a bowl with the Cajun seasoning until every piece is evenly coated.
Heat the ghee in a large skillet over medium-high heat.
Add the diced bell pepper and yellow onion to the skillet, sautéing for 3-4 minutes until the vegetables begin to soften.
Stir in the minced garlic and the seasoned shrimp, cooking for 2-3 minutes per side until the shrimp are pink and opaque.
Once the grits are finished cooking, remove from the heat and stir in the Greek yogurt and black pepper until the texture is smooth and creamy.
Divide the creamy grits into bowls, top with the Cajun shrimp and vegetable mixture, and garnish with freshly chopped parsley.