Method
Fill a large pot three-quarters full of salted water and bring to a boil. Add 2 of the lobsters head first, cover the pot and cook just until the lobsters are evenly red, about 1 minute. Take the lobsters from the water and set aside to cool.
Return the water to a boil and repeat with the remaining lobsters. Preheat the grill to high.
When the lobsters are cool enough to handle, remove the claws and partly crack their shells with a hammer. Separate the tail from the body and split the tail in half with a large knife. Rub a lightly oiled towel or cloth over the grill. Set the claws and tails, cut side down, on the hot grill and cook for 4 minutes. Turn the claws and tails and cook until the tail meat is opaque through, 3 to 5 minutes longer.
In a small bowl, combine the melted butter and lemon juice. Transfer the tails and claws to plates; pour some of the lemon-butter over the tail meat, passing extra melted butter and lemon wedges separately.
You can also split a thawed spiny lobster tail and grill it in the same fashion, adding 4 to 6 minutes to the cooking time; omit the initial boiling.