In a small saucepan, bring the water and a pinch of sea salt to a boil over medium-high heat.
Whisk in the grits, reduce the heat to low, cover, and simmer for 15-20 minutes until the mixture is creamy and the grits are tender.
While the grits are cooking, pat the shrimp dry with a paper towel and toss them in a small bowl with the Cajun seasoning, sea salt, and black pepper.
Heat the ghee in a large skillet over medium-high heat until melted and shimmering.
Add the diced yellow onion and red bell pepper to the skillet, sautéing for 3-4 minutes until they begin to soften.
Stir in the minced garlic and cook for an additional 60 seconds until fragrant.
Add the seasoned shrimp to the skillet in a single layer and cook for 2-3 minutes per side until they are pink, opaque, and slightly charred.
Divide the creamy grits into serving bowls and top with the sautéed shrimp and pepper mixture.
Garnish with freshly chopped parsley and a squeeze of lemon juice before serving immediately.