Shape lobsters head first in bubbling boiling salted water. After about 2 minutes, remove, cool briefly and cut in half lengthwise. Remove lobster meat from shells, cut into slices and place back again.
Drizzle lightly with olive oil.
Preheat the oven to 200 °C. Season the hollandaise sauce with the juice of one lemon, pepper, salt and Worcestershire sauce.
Place the 4 lobster halves on a baking tray and cover the lobster meat with the sauce. Place the tray in the preheated oven and gratinate the lobsters for 5 to 8 minutes.