Preheat your grill to medium-high heat, around 375°F to 400°F (190°C to 200°C). This temperature allows for a beautifully charred exterior while keeping the lobster tender inside.
In a bowl, combine the melted butter, Cajun seasoning, minced garlic, lemon juice, paprika, and a pinch of salt. Whisk together until well blended, creating your Cajun butter mixture.
Using kitchen shears, carefully cut the top shell of each lobster tail down the center, stopping just before the tail fin. This will allow the butter to seep into the meat during grilling.
Gently pull the lobster meat out of the shell, keeping it attached at the base. Lay the lobster meat on top of the shell for an elegant presentation.
Brush the Cajun butter mixture generously over the exposed lobster meat, reserving some for basting later.
Place the prepared lobster tails on the grill, meat side up. Close the grill lid and cook for about 5-7 minutes, basting with the reserved Cajun butter halfway through.
Check for doneness: the lobster meat should be opaque and firm to the touch. If you have a meat thermometer, aim for an internal temperature of 140°F (60°C).
Remove the lobster tails from the grill and let them rest for a couple of minutes. Garnish with chopped parsley before serving.