Bring a large pot of water to a boil. Add lobsters; cook just until color changes to bright red, about 1 minute. Remove from pot. When cool enough to handle, cut in half lengthwise from head to tail; remove guts.
Preheat grill to medium. Drizzle lobsters with oil, then herb sauce. Grill, meat-side up, until cooked through, about 8 minutes, then turn once to lightly mark meat. Drizzle with butter, sprinkle with salt and herbs, and serve immediately, with more herb sauce and lemon wedges.