Add the lobster and cook covered for 10 minutes. Remove the lobster and wait until it has cooled down. Cut the lobster in half with scissors, remove the shell and reserve.
All prep time takes about one and half hour.
Season veal tenderloin with salt and fresh ground pepper. Turn the veal after 5 minutes and keep in oven for few more minutes. Add the chopped shallots and the remaining lobster shell with the veal. Roast for 5 minutes. Remove the veal, set aside.