You can do the "casserole" with the cream sauce, but I prefer to just take a small casserole dish, coat it with butter, throw in the lobster, then toss in a mix of soft butter, bread crumbs, and parmesan cheese, maybe another pat or two of butter on top, then broil that for a couple of minutes.
Tastes just like the stuff you get from Newick's down on Dover Point.
Failing that, any good Newburg sauce will do.