Heat the grill to medium heat.
Carefully, pull the meat from the lobster tails. Flip the meat over and place back in the shells.
Cook the lobster tails over direct heat for 10 minutes.
Remove from grill. When cool to the touch, dice the meat into chunks.
In a saucepot, melt the butter over medium heat. Saute the shallots for 1-2 minutes, until softened.
Stir in the flour and cook for 1 minutes.
Pour in the wine and half and half. Continue cooking, stirring occasionally for 5 minutes, until thickened.
Stir in the gruyere cheese. Cook until melted.
Stir in the Ooomami powder, dry mustard, salt, pepper and nutmeg.
Gently stir the lobster pieces into the pot.
Spoon the lobster sauce back into the shells. Top with parmesan cheese.
Return to the grill and cook for 5-10 minutes. You want the sauce to begin to bubble and the cheese to brown.