Bring the water to a boil in a small saucepan, then slowly whisk in the stone-ground grits and sea salt.
Reduce the heat to low, cover the pan, and simmer for 15-20 minutes until the grits are creamy and tender, stirring occasionally to prevent sticking.
While the grits are simmering, heat the olive oil in a large skillet over medium-high heat.
Add the diced yellow onion and green bell pepper to the skillet, sautéing for 3-4 minutes until the vegetables are softened and fragrant.
Toss the shrimp with the Cajun seasoning and black pepper until evenly coated.
Add the seasoned shrimp and minced garlic to the skillet, cooking for 2-3 minutes per side until the shrimp are pink and opaque.
Stir in the fresh lemon juice to brighten the flavors and remove the skillet from the heat.
Divide the warm grits into bowls, top with the Cajun shrimp and pepper mixture, and garnish with sliced green onions.