Remove the lobster meat, but leave the shells whole.
Do not twist the head from the tail and leave the antennae on the head.
Wash and drain the lobster shells. Place the meat, roe and liver in a large bowl. Cover the bowl and wrap the shells, then refrigerate them both.
About 25 minutes before serving, melt the butter in a 3 quart saucepan over medium heat and blend in half the flour, salt, nutmeg and paprika, stir and then add the other half with the sherry. Cook stirring, until thickened.
Add the meat and cook just until heated, stirring occasionally.
Preheat oven. Place shells on rack in the oven tray. Fill with the mixture. Sprinkle with cheese and bake until the mixture is hot.
Place lobsters on plate. Garnish with parsley.not stick. Place the fish on the hot grill and cook 4¬Ė5 minutes per side or until fish flakes easily when tested with a fork.