Preheat the oven to 375°F. Bring a pot of salted water with the lemons, onion and bouquet garni to a boil. Add lobster to the boiling water and cook for 8-12 minutes. Remove lobster from water, and place in a bowl of ice water to stop the cooking process.
In a sauce pan, melt the butter. Stir in flour and cook for 2-3 minutes for a blond roux. Add shallots and cook for 30 seconds. Stir in wine and milk. Bring liquid up to a boil and reduce to a simmer. Cook for about 3-4 minutes or until the sauce coats the back of a spoon. This sauce will be thicker than a normal béchamel. Season the sauce with salt and pepper. Remove sauce from the stove and stir in the mustard and tarragon.
Remove lobster from water and split the lobster in half. Remove the tail meat from the shells with the back of a knife, and gently crack the claws. Dice the tail meat and fold in the béchamel sauce. Stir in ½ cup of the cheese and add more salt and pepper to taste, if necessary.
Divide mixture and spoon into the two lobster tail shells. Sprinkle the remaining cheese on top of the lobster. Place on a baking sheet and bake for about 8-10 minutes or until the top is golden brown. Garnish with parsley to serve.