Bring a large pot of salted water to a boil. Add live lobsters and cook for 8-10 minutes until they turn bright red. Remove them and let them cool before extracting the meat.

In a skillet, melt the unsalted butter over medium heat. Add the chopped shallots and sauté until translucent. Introduce sliced mushrooms and cook until tender, about 3-4 minutes.

Pour in the dry white wine, allowing it to simmer and reduce for 3-4 minutes. Gradually add the heavy cream, stirring continuously until the sauce thickens, around 3 minutes.

Fold the chopped lobster meat into the creamy sauce, adding paprika and half of the Parmesan cheese. Season with salt and pepper to taste.

Carefully spoon the lobster mixture into cleaned lobster shells. Top generously with the remaining Parmesan cheese for that golden crust.

Preheat the broiler, then place the stuffed shells on a baking sheet. Broil for 3-5 minutes, watching closely until the cheese is bubbly and golden brown.

Serve your luxurious lobster thermidor bake hot, pairing it with a crisp Caesar salad or crusty French bread for a delightful dining experience.