Preheat your oven to 425°F (218°C).
Heat a sauté pan over medium-high heat. Saute the mushrooms and pepper in the oil until browned somewhat. Set aside in a bowl.
Melt the butter in the same pan and sautee the leeks until well wilted and somewhat browned.
Stir the flour into the buttery leeks. Cook for about 1 minute to make a roux.
Add the wine and let it boil, stir in the cream. Reduce heat to medium-low. Whisk the whole thing to create a thick creamy leek sauce.
Stir in the lemon juice, tarragon, and parsley.
Whisk in the Gruyere. Taste and adjust salt and pepper.
Remove the thickened cheese/leek sauce from heat. Stir in the mushroom/pepper mixture. It will be very thick.
Cut your lobster tails in half the long way using kitchen shears. Remove the meat from each shell half and chop all the meat coarsely with a good knife. Keep the shells for stuffing.
Gently mix the lobster meat into the prepared filling mixture.