Combine all the ingredients in a large bowl and season with salt and pepper, to taste.
Split the rolls and brush with olive oil or butter. Grill, split-side down, until golden, about 30 to 45 seconds. Fill each roll with some of the lobster salad and serve immediately.
Heat olive oil in a small saucepan over medium heat. Add onions and garlic and cook until soft, about 3 to 4 minutes. Add curry powder and cook for 2 to 3 minutes. Add water and cook a few minutes longer. Remove mixture from heat and let cool.
Place curry mixture, mayonnaise and lime juice in a blender and blend until smooth; season with salt and pepper,to taste. Refrigerate until ready to use.