Preheat your oven to 425°F (220°C).
Using kitchen scissors, carefully cut the top of each lobster tail down to the tail fin. Gently pull the meat out and lay it on top of the shell. This helps it cook evenly and makes for a nice presentation.
Stir in the heavy cream, paprika, cayenne pepper (if using), salt, and pepper. Let the mixture simmer for about 3-5 minutes, until slightly thickened.+
Place the lobster tails in a baking dish. Pour the creamy garlic butter sauce over the lobster meat, making sure it’s well-coated.
Bake the lobster tails in the preheated oven for 12-15 minutes, or until the lobster is opaque and cooked through. The internal temperature should reach 140°F (60°C).
Remove the lobster from the oven and drizzle with lemon juice. Garnish with fresh parsley.