Using a heavy sharp knife, cut the lobster tails in half. Place your knife on the end where the flesh is exposed and cut down through to the tail. Alternatively, you can butterfly the tail by cutting through the top shell and the flesh, but not through the bottom shell.
Brush all of the exposed flesh with oil and season with salt and pepper. Reserve.
In a small pan, over medium heat, melt butter. When it starts to bubble, add garlic, cilantro, jalapeno, citrus zest and juice. Stir for 1 minute, then remove from heat and reserve.
Preheat grill to medium/medium-high direct heat, or heat a heavy skillet to medium-high.
If you have halved the tails, place cut side down on grill or pan and cook for 4 minutes. Flip, and baste generously with butter. Cook for 2 more minutes, or until tails are cooked throughout.
If you have butterflied the tails, place cut side down on grill or pan and cook for 4 minutes. Flip, and baste generously with butter. Cook for 4 more minutes, or until tails are cooked throughout.
Serve immediately with remaining butter.