Cook grits according to package directions, using 4 cups water. Stir in Parmesan cheese; set aside, and keep warm.
Coat a large saucepan with cooking spray; place over medium-high heat until hot. Add carrot and green pepper; cook 3 minutes, stirring often. Add tomatoes, 1/2 cup water, and Cajun seasoning. Bring to a boil; cover, reduce heat, and simmer 5 minutes. Add shrimp, and cook 3 minutes or until shrimp turn pink. Spoon 2/3 cup grits into each of 6 individual serving bowls; spoon about 1/2 cup shrimp mixture over grits.