Heat a medium saute pan on the grill or side burner over high heat. Add the olive oil, onions and garlic and cook until soft. Add the curry powder, lower the heat to medium and cook for 10 minutes. Remove from the heat and let cool to room temperature. Combine the curry mixture, mayonnaise, and lime juice a food processor and blend until smooth. Season with salt and pepper. Refrigerate for at least 2 hours.;
Combine the lobster, celery, bell peppers, onion, mayonnaise and cilantro in a large bowl and season with salt and pepper. Split the rolls and brush with butter. Grill, split-side down, until golden brown, about 30 seconds. Fill the rolls with the lobster salad and arrange on a serving platter.
** Boil the lobsters until cooked 3/4 of the way in a pot of salted water on the grill. Remove and split in half. Brush with olive oil and season with salt and pepper to taste. Grill for 4 to 5 minutes, cut side down until just cooked through. Remove the meat and coarsely chop.