Recently, I tried, urging the urging of the in-laws, grilling lobster instead of boiling or steaming them. We used a gas grill, preheated it until it was nice and hot, then put the whole lobsters right on the grids then closed the lid. The meat steamed inside the shells and it was delicious! It had a simular taste as steaming but much more intense flavor. It was a lot cleaner as there were no pots involved.