Saute onion, green onion, thyme, wine and lime juice in a small saucepan. Bring to a boil about 5 minutes until mixture is reduced to 1/2 cup. Strain and discard solids. Return wine mixture to sauce pan. Add cream and boil until reduced to 1/2 cup. Remove from heat and add butter a few cubes at a time, stirring between additions until melted and smooth. Season with salt and black pepper.
Prepare barbecue - medium high heat. Mix lime juice oil and scotch bonnet pepper in a small bowl for marinade. Place lobster tails flesh side up in a baking pan. Drizzle with marinade and let stand for 15 minutes. Sprinkle tails with paprika and salt. Grill tails until cokked through (about 8 minutes), brushing frequently with butter and turning occasionally.