Bring a large pot of salted water to a boil. Add the lobsters and cook for about 8-10 minutes until they turn bright red. Remove the lobsters and let them cool slightly before cracking them open and removing the meat. Chop the lobster meat into bite-sized pieces and set aside.

In a large skillet, melt the butter over medium heat. Add the chopped onion and garlic, and sauté until the onion is translucent, about 3-4 minutes.

Add the sliced mushrooms to the skillet and cook until they are softened, about 5 minutes. Pour in the white wine and let it simmer for 2-3 minutes until reduced by half.

Stir in the heavy cream, Dijon mustard, paprika, salt, and pepper. Cook for another 3-4 minutes until the sauce thickens slightly.

Add the chopped lobster meat to the skillet and mix well to combine. Remove from heat.

Preheat your oven to 375°F. Spoon the lobster mixture into the lobster shells or a baking dish. Sprinkle the Gruyère cheese and breadcrumbs evenly over the top.

Bake in the preheated oven for 15-20 minutes, or until the cheese is melted and bubbly, and the top is golden brown.

Remove from the oven and let cool for a few minutes. Garnish with chopped parsley before serving.