Discard gravel sac and intestinal vein from lobsters. Remove meat from bodies, claws and tails. Chop in large pieces.
Heat butter in frying pan over medium heat. Add lobster meat, shrimp, shallot and seasonings. Cook 2 minutes. Remove seafood from pan and set aside.
Pour in wine and cook 2 minutes over high heat.
Stir in white sauce and season well. Cook 2 minutes.
Return seafood to pan and cook 2 minutes over low heat.
Spoon mixture into lobster shells and top with cheese. Broil 4 minutes until nicely browned.