Bring a pot of water, with 3 to 4 inches of water, to a boil. Add lobster tails and boil 7 to 8 minutes. Drain. Cut the tails in half lengthwise, and pull out the lobster meat and chop into pieces.
Preheat your broiler to high.
In a small pot, melt 1.5 Tbsp butter. Add the onion and cook until soft. Add the flour and cook, stirring, 1 to 2 minutes. Slowly stir in the wine, then the milk. Remove the sauce from the heat and stir in the cheese and paprika. Season with salt and pepper.
In a separate pan, melt the other 1.5 Tbsp butter, and saute the chopped lobster meat for 1 to 2 minutes. Stir the lobster into the sauce.
Spoon the lobster mixture into the lobster shells in a casserole dish. Sprinkle over the Parmesan cheese. Broil on high until golden and bubbling, about 2 to 3 minutes. Serve hot!
Recipe by Kiku Corner at https://www.kikucorner.com/2014/02/21/lobstars-part-one-lobster-thermidor/