This easy holiday appetizer calls for lobster tails, the meatiest part of the lobster, which you can buy fresh or frozen. We've also included three easy and delicious compound butters to choose from to pair with the lobster meat: this recipe makes classic lobster thermidor butter, with the rich mix of parmesan cheese, herbs and brandy; see tips (below) to swap in an earthy porcini mushroom butter or a bright fennel and lemon butter.