Thaw out lobster tails. Rinse and pat dry with paper towels.
Using sharp kitchen shears, cut the top shell down the center of the back to the end of the tail, leaving tail fan intact. Remove vein or shell shards, if any. Run your finger between the meat and the shell to loosen it. Spread the meat slightly open. Pull and lift the lobster meat off of the bottom of the shell, being careful not to pull the tail out completely.
Season each lobster tail with 1 tablespoon of Tony Chachere's More Spice Seasoning. Set aside.
Heat oil in a large skillet or pan over medium-high heat. Fry bacon until crispy. Transfer bacon onto a paper towel lined plate to drain excess oil. Keep bacon grease in the pan.
Sear lobster tails in the bacon grease, flesh side down in the pan, for 2 minutes until edges are crisp and golden.
Flip all tails, cover pan and let cook for a further 1-2 minutes, or until shells are pink and meat has just cooked through. Transfer lobster tails to a plate and tent very loosely with foil to keep warm.
Melt butter in the pan while scraping up any browned bits. Sauté shallots and garlic until transparent and fragrant.
Reduce heat to low. Pour in cream; add parmesan cheese and bring the sauce to a gentle simmer for 1 minute. Season with a little salt and pepper to your taste and let cook until the parmesan cheese has melted and the sauce has thickened slightly.
Take pan off the heat; add lobster tails back in the pan with cooked bacon and lemon slices and drizzle with sauce. Top with parsley and serve immediately over rice.