Remove the inside meat, cutting in the shape of spears.
(Be careful not to puncture the shell of the pineapple because it will be used for serving the finished dish) Cut the onions, mushrooms, bell peppers, lobster and the pineapple spears into cubes, about 1/2-inch in size, and set them aside.
Sauté the onions, peppers, lobster, and mushrooms in clarified butter.
Add the pineapple last so that it will not overcook and become soft.
Season with Pico-Pepper sauce and flambé with the brandy and Grand Marnier.
At the same time, broil the pineapple shell so the edges become crisp and the shell is heated throughout.
Place the mixture back into the shell.
Pour the Grand Marnier into a spoon and light with a match and pour over the mixture and serve.