Add the butter, parsley, lemon zest, salt and pepper to a small bowl and mix until well-combined.
Butterfly the lobster tails by placing them hard shell side up on a cutting board. Using kitchen shears, cut lengthwise down the center of the tail, stopping once you reach the tail fins. Use your fingers to gently loosen the meat from the tail, then gently prop it on top of the shell.
Add about 1 heaping tablespoon of the butter mixture on top of each prepared lobster tail.
To Cook in the Oven:
Place prepared lobster tails on a rimmed sheet pan and bake in a 425˚F oven for about 15 minutes, or until the meat is firm and white. If you have an instant read thermometer the temperature should be 140˚F.
To Cook on the Grill:
Wrap each tail tightly in a foil packet, then place on a grill that has been preheated to about 450˚F. Grill for about 15 minutes,or until the meat is firm and white. If you have an instant read thermometer the temperature should be 140˚F. You may have to open and close the grill as the lobster cooks to maintain a constant temperature of around 450˚F.
To Cook in the Air Fryer:
Add prepared lobster tails to an air fryer in a single layer, working in batches if needed. Cook at 400˚F for 6 to 8 minutes, or until the meat is firm and white. If you have an instant read thermometer the temperature should be 140˚F.
To Steam on the Stovetop:
Fill a steaming pot with 1 to 2 inches of water, then set the steaming basket inside, making sure the water does not come up into the bottom of the basket. Bring water to a boil, then add lobster tails into the steaming basket. Reduce heat to a simmer, and cover the pot. Simmer for about 8 to 10 minutes, or until the meat is firm and white. If you have an instant read thermometer the temperature should be 140˚F.
Notes
Be sure to check the cooking time for each method as the vary slightly.