Bring water to a boil in a large Dutch oven; add lobster tails, and return to a boil. Cook 5 minutes. Remove tails from water with kitchen tongs, and rinse under cold water. Drain.
Position tails on their backs on a cutting board. With a sharp knife or kitchen shears, cut down the outer edges of tails to remove membranous covering and expose meat. Remove meat, and cut into bite-size pieces. Set meat aside.
Melt butter in a heavy saucepan over low heat; add onion and juice, cooking until tender.
Add mustard and salt, mixing well. Add flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add milk; cook over medium heat, stirring constantly, until mixture is thickened and bubbly. Stir in hot sauce, lemon juice, sherry, Parmesan cheese, and reserved lobster. Continue cooking until lobster is thoroughly heated. Spoon lobster mixture into patty shells, and serve immediately.