Your tempura could be greasy for one of two reasons. The first is that your oil wasn't hot enough. You want to heat the oil to 350 degrees before adding your battered lobster, seafood, or vegetables. The second reason could be that you didn't properly drain the lobster. Once you have removed it from the hot oil, place it on a cooling rack lined with paper towels. This will absorb the excess oil while allowing air to circulate, keeping the batter crispy.