Stuffed Lobster Thermidor

6 (1 pound) frozen lobster tails
10 tablespoons butter, melted
1 cup sliced fresh mushrooms
4 tablespoons flour
1 teaspoon dry mustard
2 dashes ground nutmeg
2 dashes cayenne pepper
1 teaspoon salt
1 cup milk
1 cup half-and-half
2 egg yolks, slightly beaten
1 teaspoon lemon juice
2 tablespoons sherry wine
1/2 cup fine bread crumbs
2 tablespoons grated Parmesan cheese

Preheat oven to 450 degrees F.

Place lobster tails in large pot of boiling water and cover. Cook until tender, about 20 minutes; drain.

Cut each tail in half lengthwise and dice lobster meat. Set aside empty lobster tails.

Pour 1/4 cup butter in saucepan; add mushrooms and saut