In a bowl, stir together the yogurt, mayonnaise, celery, scallion and lemon juice. Fold in the lobster meat and season to taste with salt and pepper. Chill until ready to use. Just before serving, open the hot dog buns and brush the inside with olive oil. Heat a grill pan over moderately high heat and grill the bread until toasted. Fill each with 3/4 cup of the lobster mixture and serve immediately.
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