Cook lobster in boiling salted water until red, remove from water & cool. Cut lobster in half & remove meat from shell but save shell for stuffing. Heat milk in a saucepan & set aside. Melt butter in a small saucepan on low flame. Add onion & simmer until tender. Add chopped cheese & flour & stir continuously. Pour in hot milk & stir until mixture is thick & smooth. Add salt & pepper & sherry. Remove from fire. Cut lobster meat into small pieces, not fine. Add lobster to sauce & stuff into shell. Garnish with parmesan cheese, paprika & melted butter. Place under grill until golden brown. Garnish with chopped parsley & serve.