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Step 1
Preheat oven to 425 degrees F. Coat a large rimmed baking sheet with cooking spray.
Step 2
Toss Brussels sprouts with 1 tablespoon oil and 1/4 teaspoon each salt and pepper in a large bowl. Spread evenly on the prepared pan. Roast until almost tender, 10 to 15 minutes.
Step 3
Meanwhile, sprinkle beef with the remaining 1/4 teaspoon each salt and pepper. Heat the remaining 1 tablespoon oil in a large skillet over medium-high heat. Add the beef and cook until browned on both sides, 2 to 4 minutes total. Place the beef on the pan with the Brussels sprouts. Roast until the Brussels sprouts are tender and the beef is medium-rare, 6 to 8 minutes more.
Step 4
Return the skillet to medium heat; add shallot, water, bacon, garlic and crushed red pepper. Cook, scraping up any browned bits, until the shallot is soft, 1 to 2 minutes. Add lobster and cook, stirring, until hot, about 1 minute more. Remove from heat.
Step 5
Transfer the beef to a serving platter. Sprinkle Parmesan and vinegar on the Brussels sprouts and stir to combine. Top the beef with the lobster mixture and serve with the Brussels sprouts.