Cut tenderloin horizontally, forming a pocket, but do not slice all the way through. Bottom portion should be about 1/2" thick.
Place frozen lobster tails in boiling salted water to cover. Simmer for 5 minutes. Remove lobster tails from shells. Allow lobster to cool for a few minutes, then cut in half, lengthwise.
Preheat oven to 425°.
Mix melted butter and lemon juice. Place lobster pieces, end to end inside beef. Brush with butter mixture. Close meat around lobster and tie roast together with kitchen string.
Place meat on a rack in a roasting pan. Roast at 425° for 30 minutes. Place bacon on top and roast for 5 minutes longer.
Melt 1/2 cup butter in a skillet over medium heat. Saute onion until tender. Add wine and garlic salt and heat through.
Remove string from meat, slice roast
Wine: French White Burgundy