Grill the Paella
Reduce the heat to a simmer; if necessary, use cast-iron trivets to lift the pan higher off the grill to reduce the heat. Add 3 more cups of the stock, 1 cup at a time, shaking the pan from time to time and waiting until the stock is nearly absorbed between additions, 10 minutes. The rice should be lightly browned and crisp on the bottom, but not burned. Continue to cook the paella, adding as much of the remaining hot stock as necessary, 1/2 cup at a time, until the rice is almost tender and still very moist, 5 minutes. Nestle the clams and mussels into the rice, cover the grill and cook until they start to open, 6 minutes. Arrange the lobster all over the paella. Cover and cook until the clams and mussels are wide open and the lobster is heated through, 3 minutes longer.