Finely dice the onion and thinly slice the garlic.
Heat the oil in a frying pan and sauté the garlic and onion for 5 minutes.
Add the wine, turn up the heat and reduce it by half. Add the tomatoes, oregano and chilli (or paprika), then turn the heat down and gently cook for 10 minutes under a lid.
Meanwhile, cut the lobster in half lengthwise, then remove the meat from the claws and tail. Cut the meat up into small pieces. Clean out the shells, then set aside.
Put the half-shells in a small baking tray.
Preheat the grill to medium.
Stir the lobster meat and chopped parsley into the tomato sauce, then divide the mixture equally between the two lobster shells.
Scatter the cheese on top, if used, then grill for about 5 minutes.
Serve immediately.