In a large skillet, melt butter over medium heat. Add the shallots and sauté 1 minute, stirring to ensure even cooking. Whisk in flour and cook 1 minute. Add the sherry (or brandy), the white wine and the chicken broth and simmer 4 minutes, whisking frequently.
Add the Parmesan cheese, the parsley, the cream and the Dijon mustard and simmer over medium-low heat for 2 minutes, stirring frequently. Season with the salt and pepper.
Add the lobster meat and gently stir to coat with the sauce.
Pour the lobster mixture in a shallow, oven-safe baking dish. Sprinkle with the Gruyere cheese and place under broiler for 1 minute or until cheese is melted and beginning to brown.
Serve with crackers and crudités.