Bring a pot of salted water to a boil. Add the lobster tails and boil for 5-7 minutes until the meat is just cooked through. Set aside to cool. When you can handle the lobster, remove the meat from the shell and chop into chunks.
Meanwhile, split the rolls and drizzle with the melted butter. Broil for 2 minutes or until the rolls are golden but not burnt.
Combine the mayo, parsley, capers, scallion, Old Bay, and cayenne pepper. Stir to combine, then stir in the lobster chunks. Taste, and add as much lemon juice as you'd like, or some extra salt if needed.
Heap the lobster salad in the toasted rolls and serve.