Cut each lobster tail in half. Pull meat out of the shells, cut into small cubes, set in a bowl and refrigerate until needed. Cut or break the empty shells into smaller pieces. Heat the oil in a pot set over medium heat. Add shells and onion and cook 3 to 4 minutes, until shells are red in colour. Mix in the flour and garlic and cook 1 minute more. Slowly, while stirring, mix in the stock. Add the brandy or wine, tarragon and paprika, bring to a simmer, and simmer 10 minutes. Strain the sauce into another pot, mix in the cream, and set aside.
Preheat your indoor or outdoor grill to medium-high. Season the steaks with salt and pepper. Grill the steaks, lightly oiling the surface if not non-stick, 2 to 3 minutes per side for rare, 3 to 4 for medium rare, and 4 minutes for medium.
While the steaks cook, return sauce to a simmer. Add the reserved lobster meat and simmer 2 to 3 minutes, or until just cooked through. Season the lobster sauce with salt and pepper.
When cooked, plate the steaks, topped with sauce and serve.
Recipe Options: For an even more decadent meal, instead of strip loin or sirloin medallions, use beef tenderloin steaks in this recipe. If you can’t have or don't wish to use alcohol, simply recipe it with more stock. If you can’t have or don't wish to use cream, you could also replace it with more stock.