If tails are frozen, thaw them overnight in the fridge, or in a bag submerged in cold water on the counter for about 30 minutes.
Preheat the grill for about 15 minutes, or a grill pan for 5 minutes, over medium heat.
Meanwhile, prepare the lobster tails. Using kitchen shears, cut down the center of the shell lengthwise, starting from the end opposite the tail fins, continuing down until you reach the tail but without cutting the tail. You want to cut through the top of the shell, but don't cut through the bottom shell. Use a knife to cut lengthwise along the ridge in the center, cutting through the lobster meat but not through the bottom shell, then your thumbs and fingers to spread open the shell. Run a skewer through the center of the flesh lengthwise to prevent curling.
Brush the lobster tails with olive oil. Season with sea salt and black pepper.
In a small bowl, whisk together the melted butter, garlic, lemon juice, smoked paprika, and cayenne. Set aside.
Place the lobster tails on the preheated grill, flesh side down. Cook undisturbed for 5-6 minutes, until the flesh underneath is starting to brown and almost cooked through.
Flip the lobster tails and brush half of the melted garlic butter over the lobster meat. Close the lid and grill for an additional 2-4 minutes for 8-ounce tails, or until opaque. Serve with remaining garlic butter.(If your tails are a different size, a good rule of thumb for lobster tail grill time is about 60-75 seconds total time per ounce of individual tail. For example, if your lobster tails are 8 ounces each, you’ll grill them for 480-600 seconds total, which is 8-10 minutes. Out of that total time, 5-6 minutes would be flesh side down and the remaining time would be after flipping.)
