While you should definitely grill lobster in the shell, Foltz sees pros and cons to baking lobster tails in the shell and out of the shell. Just as shells are the outermost protective layer for live lobsters, they are equally protective when cooking them. "Baking inside the shell helps retain moisture, giving you a juicy result," Foltz says, "but it can take a little longer." Taking the meat out of the shell means lobster tails are more susceptible to drying out in the oven but "the meat cooks faster, allowing for a nice golden crust and more direct flavor from the seasoning."
Don't go in cold. You've all been there. You've turned up ready to bake, only to glare at the instruction for room temperature eggs and butter. Yours are fridge cold. Maybe you microwave the butter to a half-solid, half-liquid result and you take a gamble on the cold eggs. Your mixture comes together, but the scrambled egg effect is real. That's because a cake batter is an emulsion of ingredients... When something is a little bit too cold or a little bit too warm, it's never going to combine perfectly, or it will split or it will break.