Pre-heat grill to medium-high heat.
To prepare the raw lobster tails, cut the tails length-wise leaving the shell on. Brush with olive oil on the flesh side, season with pepper.
For the claws, leave whole and shell on.
De-vein and de-shell the shrimp. Brush with olive oil and season with pepper. Thread the shrimp carefully onto Skewers.
Peel the ends of the asparagus. Brush with olive oil, and season with salt and pepper.
Drizzle the mushrooms with olive oil and season with salt and pepper.
Place a heavy stock pot on the side burner and pre-heat over low heat. Add some olive oil and chopped onion to the pot. Cook until translucent, but not browned. Add the rice/risotto, and stir until transparent and shiny, about 1 minute. Add more olive oil if necessary.
Slowly add the broth, one ladle at a time. Make sure all the broth has been fully absorbed before adding more. Season with salt and pepper. Cook for 18 to 20 minutes, stirring continuously, until the rice is cooked but still has a bite to it (al dente).
While the risotto is cooking; add the lobster, shrimp, asparagus and mushrooms to the pre-heated grill. Cook until the vegetables are lightly marked and cooked through, but still crunchy.
For the lobster, grill until the claws are bright red and the juices from the claws turns white and thickens, and the tails are opaque (about 8 to 10 minutes). Cook the shrimp until pink and cooked through.
Once the risotto is cooked al dente, remove from heat and add the parmesan cheese, stir until melted. Adjust the seasonings to taste.
Carefully break open the lobster claws, trying to keep them whole. Deshell the tails and slice. Slice the shrimp and the vegetables into smaller pieces. Add everything to the risotto. Stir and serve immediately. Enjoy!