Using kitchen shears, snip off thin shell on the underside of the lobster tail; then starting at the tail end, split the lobster shell up the back about 3/4 of the length.
Combine remaining ingredients for a basting sauce; refrigerate sauce and lobster tails until time to cook.
Prepare bed of coals in charcoal grill and cook lobster tails, shell side down, 3 inches above coals, for 8 minutes, brushing with sauce. Turn lobster tails; brush with sauce and cook 6 minutes on the other side. Keep turning and brushing with sauce until lobster tails are done.