Place lobster-tails in boiling water to cover; bring to a boil.
Cook until tender; drain.
Remove lobster meat; dice.
Reserve shells; cut in half.
Pour 1/4 cup butter in saucepan.
Add mushrooms; saute until lightly browned.
Blend in flour; mix in mustard, nut- meg, cayenne pepper and salt.
Add milk and half and half gradually; cook, stirring constantly, until thick.
Stir small amount of hot mixture into egg yolks, stirring constantly; return yolk mixture to sauce, stirring gradually.
Cook until thickened, stirring con- stantly.
Stir in lemon juice, sherry and lobster meat; spoon into reserved shells.
Combine crumbs, cheese and remaining butter; sprinkle over lobster mixture.
Place on cookie sheet.
Bake at 400 degrees for 15 minutes.