Bring a medium pot of water to a boil. Add the lobster tails and boil until the shells are bright red and the lobster is just cooked through, about 7 minutes. Drain and submerge in a bowl of ice water to cool.
Using kitchen shears, remove the shells by the underside down the middle and then cutting the top. Pull out the meat, rinsing or wiping off any residual shell fragments, and dice into 1/2-inch pieces.
Put the bacon in a cold, large skillet and cook over medium heat, turning occasionally, until crisp and browned, 10 to 12 minutes. Drain on a paper-towel-lined plate.
In a medium bowl, stir together the 1/3 cup mayonnaise, shallots, celery, capers, vinegar and lemon zest and juice. Fold in the diced lobster. Add salt and pepper to taste.
Lay out the bread slices on a work surface and spread each with 1/2 tablespoon mayonnaise. Top half of the slices with 2/3 cup lobster salad, 2 slices bacon and 2 tomato slices. Season the tomatoes with salt and pepper. Top with a piece of lettuce and cover with the remaining bread slices.
Slice the sandwiches in half, securing each half with a frilly toothpick.