Oil the grill grates of your grill with paper towels lightly coated with grapeseed or canola oil. Preheat one side of the grill on high and one side on low for 10-15 minutes.
Rinse the lobster tails and pat dry. Starting at the fleshy end, cut the top of the shell down the middle, stopping at the tail. Use a sharp knife to score a line down the center of the lobster meat, about ¼ inch deep. Gently pull the lobster meat out of the shell but leave the part that connects with the tail intact and tuck the shell under the meat, so it rests on top of the shell.
In a small bowl, mix the butter, garlic, lemon juice, parsley, smoked paprika and kosher salt together until smooth.
Spread some of the butter on each of the tops of the lobster tails. Place on the hot grill, cover and cook for 10 minutes then baste with a little more butter. Cook for another 5 minutes or until the lobster tails are opaque and slightly firm to the touch. If the tails look milky rather than fully opaque or white, cook another few minutes, checking frequently.
Melt the rest of the butter and serve alongside the lobster tails for dipping.