In a small saucepan, bring water and a pinch of salt to a boil.
Whisk in the grits, reduce heat to low, cover, and simmer for 20-25 minutes until tender.
While grits cook, heat avocado oil in a large skillet over medium-high heat.
Add the bell pepper, onion, and celery to the skillet, sautéing for 4-5 minutes until softened.
Toss the shrimp with Cajun seasoning, salt, and pepper until evenly coated.
Add the shrimp and minced garlic to the skillet, cooking for 2-3 minutes per side until pink and opaque.
Once the grits are done, remove from heat and stir in the Greek yogurt until smooth and velvety.
Divide the creamy grits into bowls, top with the Cajun shrimp and vegetable mixture.
Finish with a squeeze of fresh lemon juice and a sprinkle of chopped parsley.