In a medium saucepan, combine milk, onion, bay leaves and cloves. Heat on low until boiling point is reached (do not boil.) Remove from heat and set aside 5 minutes to infuse. Strain through a fine sieve into a jug.
Meanwhile, melt butter in a medium saucepan on low. Add flour and cook, stirring for 1 minute. Remove from heat and gradually add strained milk, stirring until smooth.
Return to medium heat. Cook, stirring, 3-4 minutes until mixture boils and thickens. Simmer 3 minutes.
Remove from heat and stir parmesan and mustard through. Season to taste. Keep warm.
Preheat grill to hot. Line an oven tray with foil.
Clean lobsters, discarding intestinal thread and scooping out green-coloured mustard.
Using your fingers, gently pull lobster meat away from the soft, flexible shell, snipping with scissors if required. Gently chop flesh into large chunks. Transfer to sauce. stirring to coat.
Place shells on baking tray. Spoon lobster and sauce into shells. Sprinkle with combined breadcrumbs and extra parmesan. Grill 4-5 minutes, until lightly golden and bubbling. Sprinkle with chopped parsley and serve with lemon wedges.