Cut your lobster in half from the head down to the tail, and gather your remaining ingredients.
Turn your grill to medium high. Melt your butter and pour into the Wok Insert.
Pour the red wine vinegar into the butter.
Add in your shallots to the butter mixture.
Mix everything together and allow to heat up.
Place your halved lobster on the grill shell side down, and pour olive oil over the meat.
Squeeze some fresh lemon onto the meat. Cook lobster for 5 minutes.
Flip lobster over, and let grill for another 5-7 minutes or until meat is done to your liking.
Take your lobster off of the grill, and once the butter has browned a little bit transfer to a small dish. Serve hot and enjoy!