In a small saucepan, bring water and sea salt to a boil.
Slowly whisk in the grits, reduce heat to low, cover, and simmer for 15-20 minutes until tender.
Once grits are cooked, remove from heat and stir in the Greek yogurt until completely smooth and creamy.
While grits simmer, heat 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 are slightly softened.
Stir in the minced garlic and cook for 30 seconds until fragrant.
Add the shrimp to the skillet and sprinkle with Cajun seasoning and black pepper.
Sauté the shrimp for 2-3 minutes per side until they are pink, opaque, and cooked through.
Divide the creamy grits into bowls, top with the Cajun shrimp and vegetable mixture, and garnish with sliced green onions.