Béchamel is traditional, but crème fraîche is a wonderful shortcut.
Mix together in a bowl:
Set aside. Prepare, discarding the tomalley and coral:
When the lobsters are cooked, remove from the oven, leaving the broiler on. Carefully remove the body and tail meat, keeping the shells intact. Snap the claws off, crack them, and pick the meat out. Dice the lobster meat and stir into the crème fraîche mixture along with any accumulated juices. Crumple up a large sheet of foil and spread it out on the baking sheet you used to broil the lobster. Nestle the lobster shells in the foil, cut side up, and fill them with the dressed lobster meat. If desired, sprinkle with:
Return to the broiler and cook until the tops are lightly browned.