To prepare lobster, cut each lobster tail in half lengthwise. Coat lobster tails and onions with cooking spray.
Place lobster tails, cut sides down, on grill rack coated with cooking spray; grill 3 minutes. Turn lobster; grill 5 minutes.
Place onions on grill rack; grill 3 minutes or until tender.
To prepare sauce, combine rind and next 7 ingredients (through garlic) in a medium bowl, stirring well with a whisk. Gradually add butter, stirring constantly with a whisk.