In a mixing bowl, combine the room temperature unsalted butter, minced garlic, lemon zest, thyme leaves, parsley, and salt and pepper. Beat until well combined and set aside.
Preheat your grill or grill pan over medium heat. Using a sharp knife, carefully cut the lobster tails in half lengthwise. Season with salt and pepper, then brush with 3 tablespoons of your herb butter. Place the lobster tails on the grill, meat side down, and cook for about 5-7 minutes until the meat is opaque and cooked through. Baste occasionally with more herb butter for extra flavor.
While the lobster is grilling, take the filet mignons and season each side with coarse sea salt and pepper. In a skillet, heat the neutral oil over medium-high heat. Once hot, add the filet mignons to the pan.
Sear the filet mignons for about 4-5 minutes on each side for medium-rare, adjusting your timing based on your preferred doneness. Add 2 tablespoons of butter, smashed garlic, and thyme sprigs to the pan during the last few minutes of cooking. Spoon the melted butter over the steak to baste it, enhancing the flavor and juiciness.
In the same skillet, after removing the steak, add the baby tomatoes on the vine to the residual heat. Cook them for 2-3 minutes until they are slightly blistered and juicy.
On a serving platter, arrange the filet mignons, grilled lobster tails, and roasted tomatoes. Serve with your choice of greens or roasted potatoes for a complete meal. Drizzle any remaining herb butter over the top for a finishing touch.