Submerge wooden skewers in water and leave them to soak for at least 15 min. They should be fully wet before grilling so they hold up better over direct heat.
Use kitchen shears to cut away the belly shell from each lobster tail, then peel that shell section off carefully. This exposes the meat so it is easier to skewer cleanly and easier to eat after grilling.
Run a skewer lengthwise through each lobster tail, keeping it close to the top of the shell. The tail should stay fairly straight instead of curling tightly as it cooks.
Coat the lobster with canola oil, then season with kosher salt, black pepper, and garlic powder. The surface should look lightly glossy and evenly covered, not clumpy with seasoning.
Stir together the mayonnaise, sweet chili paste, rice wine vinegar, sriracha sauce, and honey in a bowl, then set the sauce aside. It should look smooth, creamy, and slightly orange with a sweet spicy aroma.
Preheat the charcoal grill for high heat direct grilling to around 400 °F. The grill should be fully hot before the lobster goes on so the meat sears instead of steaming.
Set a small skillet on the grill for 1 min, then melt the clarified butter and stir in the red chili flakes, chopped scallions, and chopped cilantro. The butter should sizzle gently and smell fragrant, not darken or smoke heavily.
Place the lobster tails flesh side down on the grill and cook for 1 to 2 min on that first side, then flip so the shell faces the fire. You should see light char at the edges and the shell starting to brighten in color.
Baste the lobster with the butter mixture and continue grilling for 2 min more, then remove once the meat turns opaque white and let it cool for 1 min. The shells should be a vibrant red and the meat should feel just firm, so stay close because the last minute goes fast.
Drizzle the Bang Bang sauce over the lobster and serve right away. The finished skewers should look glossy, smell buttery and spicy, and stay tender at the center.