Preheat oven to 400 degrees.
Place lobsters in the baking dish that almost fit the size of your lobsters or lobster tails. Cut the shell lengthwise on the belly side of the lobster. Open it a little bit and cover with olive oil, bread crumbs, parsley and grated cheese.
Add wine, some right on top of the tails and some to the baking dish.
Cook for 15-20 minutes. Cooking time depends on the size of your lobsters*
