If your lobsters are fresh, cook them in hot water for a while, then remove the shells from the lobster and set aside the meat. Pat the lobster meat dry with paper towels, and chop it into chunks.

In a large bowl, toss in the lobster meat, mayonnaise, salt, black pepper, lemon juice, lemon zest, celery, chives, paprika, and cayenne pepper. Stir well to combine, and set aside in the refrigerator.

Place a large skillet over medium-low heat, and brush each cut side of the hot dog buns with some melted butter. Place the buns cut-side down on the skillet and toast for about a minute until golden brown. Flip and toast the other side until golden brown too.

Divide the fillings (lobster meat mix from refrigerator) among the buns, and garnish with chives and paprika. If you have the lettuce leaves, set it on the insides of the buns before adding the filling.