Step 1: Prepare the Lobsters

1. Boil Lobsters: Bring a large pot of salted water to a boil. Add the lobsters and cook for about 8-10 minutes, or until they turn bright red. Remove the lobsters and let them cool slightly.
2. Extract the Meat: Once cool enough to handle, split the lobsters in half lengthwise. Remove the meat from the claws and tails, and chop it into bite-sized pieces. Set aside the lobster shells for later use.

Step 2: Make the Sauce

1. Sauté Vegetables: In a large skillet, melt the butter over medium heat. Add the chopped onion and garlic, and sauté until the onion is translucent, about 3-4 minutes.
2. Add Mushrooms: Stir in the chopped mushrooms and cook until they release their moisture and become tender, about 5 minutes.
3. Deglaze with Wine: Pour in the white wine and let it simmer for a few minutes until reduced by half.
4. Add Cream and Seasonings: Lower the heat and stir in the heavy cream, Dijon mustard, Worcestershire sauce, paprika, salt, and pepper. Allow the sauce to simmer for about 5 minutes until it thickens slightly.
5. Combine Lobster Meat: Add the chopped lobster meat to the sauce, stirring to combine. Cook for an additional 2-3 minutes until heated through.

Step 3: Assemble and Bake

1. Preheat Oven: Preheat your oven to 375°F (190°C).
2. Fill Lobster Shells: Spoon the lobster mixture back into the reserved lobster shells, packing it in gently.
3. Top with Cheese: Sprinkle the grated Gruyère cheese evenly over the filled lobster shells.
4. Bake: Place the stuffed lobster shells on a baking sheet and bake in the preheated oven for about 15-20 minutes, or until the cheese is melted and bubbly.

Step 4: Serve

1. Garnish: Remove from the oven and let cool slightly. Garnish with freshly chopped parsley.
2. Enjoy: Serve warm, accompanied by a fresh salad or crusty bread to soak up the delicious sauce.