Lobster is a delicious treat that you definitely don't want to mess up. If you plan on grilling it, here's why you should always keep the shell on.

3 to 4 small raw, shell-on lobster tails (4 to 6 ounces each)2 tablespoons butter1 shallot, thinly sliced (about ½ cup)3 cups shrimp shells (from 12 ounces shrimp) or 6 ounces shell-on shrimp1 ...