In a small saucepan, bring the water and sea salt to a boil, then whisk in the stone-ground grits.
Reduce heat to low, cover, and simmer the grits for 15-20 minutes, whisking occasionally until they reach a creamy consistency.
While grits cook, heat the olive oil in a large skillet over medium-high heat.
Add the diced bell pepper, onion, and celery to the skillet and sauté until the vegetables are tender and slightly caramelized.
Pat the shrimp dry and toss them in a bowl with the Cajun seasoning and black pepper until evenly coated.
Add the seasoned shrimp to the skillet with the vegetables and cook for 2-3 minutes per side until pink and opaque.
Once the grits are finished, stir in the ghee and sharp cheddar cheese until fully melted and incorporated.
Portion the creamy grits into a bowl and top with the sautéed Cajun shrimp and vegetable mixture.
Garnish with freshly sliced green onions and serve immediately.