Bring a large pot of salted water to a rolling boil. Carefully add the live lobsters and cook them for 8-10 minutes until their shells turn bright red. Once cooked, use tongs to transfer them to a bowl of ice water to cool. After a few minutes, crack open the lobster shells and extract the meat, setting it aside.

In a large skillet over medium heat, melt four tablespoons of unsalted butter. Add finely chopped shallots and sauté for about 2 minutes until translucent. Stir in sliced mushrooms and continue cooking for 3-4 minutes until tender.

Pour in one cup of dry white wine and let it simmer for around 3-4 minutes. After reduction, lower the heat and stir in one cup of heavy cream, mixing well until the sauce thickens slightly in approximately 3 minutes.

Chop the cooled lobster meat into bite-sized pieces and fold it into the creamy sauce. Sprinkle in one teaspoon of paprika and half of the grated Parmesan cheese, stirring to combine thoroughly. Taste and season with salt and pepper as needed.

Preheat your broiler on high. Spoon the lobster filling back into the cleaned lobster shells, dividing the mixture evenly. Top each filled shell with the remaining grated Parmesan cheese. Place them on a baking sheet and broil for 3-5 minutes, watching closely until the cheese is golden brown.

Let your French Lobster Thermidor Delight cool for a minute before serving. Arrange the lobster-filled shells on a platter and pair with a light Caesar salad or crusty bread to complement the richness of the dish.