Take the lobster, place it stomach side down on the counter, and with a heavy knife cut the lobster in half starting behind the head. This kills the lobster by severing its spine. If you are not comfortable ask your local fish market to cut it for you.
In a large saucepan add about 4 ounces of Newburg Sauce and put on low heat. Add the scallops, shrimp and sliced mushrooms. Cook until seafood is halfway cooked, about 5 minutes. Place scallop and shrimp sauce over each half of the lobster and top with slices of provolone. Add slices of roasted peppers and top with fresh grated Parmesan. Cook until golden brown, about 18 minutes.